+2,583.6%
ICE vs VSAT
+171.7%
+2,411.9%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.9% | +5.3% | +1.2% |
| 7D | +3.6% | +5.9% | -2.3% | +2.3% |
| 30D | +15.1% | +9.7% | +5.4% | +11.9% |
| 3M | +15.4% | -18.3% | +33.7% | +17.6% |
| 6M | +16.1% | -4.1% | +20.2% | +11.7% |
| YTD | +11.4% | +96.5% | -85.2% | -9.1% |
| 1Y | +18.5% | +89.3% | -70.8% | -3.3% |
| 3Y | +70.5% | +270.1% | -199.5% | +0.2% |
| 5Y | +40.9% | +26.4% | +14.6% | -0.2% |
| 10Y | +260.6% | -16.5% | +277.1% | +156.3% |
| All | +2,583.6% | +171.7% | +2,411.9% | +767.3% |
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