-15.8%
F vs VSAT
+31.4%
-47.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.2% | +2.3% | -2.3% |
| 7D | -3.9% | +20.0% | -23.8% | -6.1% |
| 30D | -0.5% | +6.5% | -6.9% | -1.8% |
| 3M | -12.9% | -18.3% | +5.4% | -11.6% |
| 6M | +1.5% | +0.4% | +1.2% | -0.7% |
| YTD | -5.0% | +106.7% | -111.7% | -16.1% |
| 1Y | -7.3% | +89.9% | -97.2% | -17.6% |
| 3Y | +45.3% | +276.3% | -231.1% | +7.2% |
| 5Y | -15.8% | +32.9% | -48.7% | -24.7% |
| All | -15.8% | +31.4% | -47.2% | -24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling