+2,316.3%
ICE vs VSAT
+202.2%
+2,114.0%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.0% | -7.0% | -2.9% |
| 7D | -0.7% | +11.8% | -12.5% | -2.7% |
| 30D | +7.6% | -7.0% | +14.7% | +8.7% |
| 3M | +13.9% | +3.3% | +10.7% | +10.4% |
| 6M | -2.4% | +57.4% | -59.8% | -14.1% |
| YTD | +0.3% | +118.6% | -118.3% | -18.5% |
| 1Y | -6.4% | +150.2% | -156.6% | -27.4% |
| 3Y | +43.1% | +160.7% | -117.6% | -6.1% |
| 5Y | +42.1% | +51.2% | -9.1% | -3.5% |
| 10Y | +220.9% | -0.7% | +221.6% | +119.8% |
| All | +2,316.3% | +202.2% | +2,114.0% | +677.8% |
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