+1,397.1%
ES vs VSAT
+1,485.7%
-88.6%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.0% | -5.6% | -0.9% |
| 7D | +0.3% | +11.8% | -11.5% | -0.5% |
| 30D | -2.0% | -7.0% | +5.1% | -1.6% |
| 3M | +1.7% | +3.3% | -1.6% | +0.5% |
| 6M | -3.5% | +57.4% | -61.0% | -8.0% |
| YTD | +7.9% | +118.6% | -110.7% | 0.0% |
| 1Y | +17.2% | +150.2% | -133.1% | +6.8% |
| 3Y | +29.3% | +160.7% | -131.4% | +11.1% |
| 5Y | -5.7% | +51.2% | -56.9% | -17.7% |
| 10Y | +85.2% | -0.7% | +85.9% | +61.4% |
| All | +1,397.1% | +1,485.7% | -88.6% | +1,071.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VSAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling