+48.4%
IR vs VSAT
+51.9%
-3.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.0% | -3.7% | +0.7% |
| 7D | -2.8% | +11.8% | -14.6% | -4.0% |
| 30D | -15.1% | -7.0% | -8.1% | -14.6% |
| 3M | +6.1% | +3.3% | +2.8% | +4.6% |
| 6M | -16.8% | +57.4% | -74.3% | -22.4% |
| YTD | -3.5% | +118.6% | -122.1% | -13.8% |
| 1Y | -3.5% | +150.2% | -153.7% | -15.7% |
| 3Y | +9.5% | +160.7% | -151.2% | -10.9% |
| All | +48.4% | +51.9% | -3.5% | +19.3% |
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 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