+39.9%
ICE vs VSAT
+45.0%
-5.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.9% | +6.1% | -0.5% |
| 7D | -0.9% | +3.5% | -4.3% | -1.0% |
| 30D | +4.0% | -14.7% | +18.7% | +4.7% |
| 3M | +11.0% | +13.2% | -2.2% | +9.5% |
| 6M | -5.0% | +57.4% | -62.3% | -8.3% |
| YTD | -2.7% | +110.0% | -112.7% | -7.9% |
| 1Y | -8.6% | +134.4% | -143.0% | -14.4% |
| 3Y | +41.4% | +203.5% | -162.2% | +25.4% |
| 5Y | +39.9% | +47.1% | -7.3% | +22.7% |
| All | +39.9% | +45.0% | -5.1% | +22.7% |
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