+336.0%
IR vs VSAT
+4.4%
+331.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.9% | +4.6% | +0.5% |
| 7D | +2.5% | +5.9% | -3.4% | +1.4% |
| 30D | +9.2% | +9.7% | -0.5% | +6.8% |
| 3M | +0.9% | -18.3% | +19.3% | +3.2% |
| 6M | +19.2% | -4.1% | +23.3% | +16.3% |
| YTD | +7.5% | +96.5% | -89.0% | -9.2% |
| 1Y | +11.7% | +89.3% | -77.5% | -5.4% |
| 3Y | +23.9% | +270.1% | -246.1% | -20.0% |
| 5Y | +46.4% | +26.4% | +20.0% | +15.3% |
| All | +336.0% | +4.4% | +331.5% | +226.1% |
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