+24.8%
IT vs VSAT
-0.7%
+25.4%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.2% | +4.0% | -1.8% |
| 7D | -3.7% | +20.0% | -23.6% | -0.9% |
| 30D | -3.1% | +6.5% | -9.6% | -1.5% |
| 3M | +6.3% | -18.3% | +24.7% | +5.2% |
| 6M | +24.8% | +0.4% | +24.4% | +28.7% |
| All | +24.8% | -0.7% | +25.4% | +28.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling