+1,381.5%
ES vs VSAT
+1,465.7%
-84.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +16.3% | -16.8% | -1.6% |
| 7D | -0.1% | +0.4% | -0.4% | -0.4% |
| 30D | +5.7% | +3.3% | +2.4% | +5.0% |
| 3M | -2.8% | -7.5% | +4.7% | -2.9% |
| 6M | +7.0% | +6.2% | +0.7% | +4.8% |
| YTD | +6.8% | +115.8% | -109.0% | -1.5% |
| 1Y | -0.5% | +107.7% | -108.1% | -8.2% |
| 3Y | +47.2% | +292.0% | -244.9% | +22.0% |
| 5Y | +2.3% | +35.3% | -33.0% | -10.2% |
| 10Y | +85.6% | -5.2% | +90.8% | +61.5% |
| All | +1,381.5% | +1,465.7% | -84.2% | +1,054.2% |
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