+151.5%
EXC vs VSAT
+3.3%
+148.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.5% | +0.4% |
| 7D | +1.2% | +17.3% | -16.1% | -0.1% |
| 30D | -2.7% | -3.3% | +0.5% | -2.6% |
| 3M | -1.0% | +18.7% | -19.7% | -3.4% |
| 6M | -9.3% | +77.6% | -86.8% | -15.4% |
| YTD | +3.6% | +125.6% | -122.0% | -6.0% |
| 1Y | +5.9% | +158.3% | -152.4% | -6.1% |
| 3Y | +21.3% | +226.1% | -204.8% | -2.3% |
| 5Y | +46.2% | +54.7% | -8.5% | +26.4% |
| 10Y | +151.5% | +3.5% | +147.9% | +103.9% |
| All | +151.5% | +3.3% | +148.2% | +103.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling