+325.3%
IR vs VSAT
-1.4%
+326.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.7% | -6.3% | +0.1% |
| 7D | +3.7% | -17.0% | +20.6% | +6.6% |
| 30D | +7.4% | -9.8% | +17.2% | +8.6% |
| 3M | -5.9% | -22.0% | +16.1% | -3.0% |
| 6M | +5.6% | -5.0% | +10.6% | +3.2% |
| YTD | +4.8% | +85.6% | -80.7% | -10.4% |
| 1Y | +6.9% | +80.2% | -73.2% | -8.7% |
| 3Y | +27.6% | +250.0% | -222.5% | -16.8% |
| 5Y | +45.8% | -4.6% | +50.4% | +24.5% |
| All | +325.3% | -1.4% | +326.6% | +221.6% |
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