+431.0%
IT vs VSAT
+1,485.7%
-1,054.6%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +5.0% | -9.6% | -5.4% |
| 7D | -6.0% | +11.8% | -17.8% | -7.7% |
| 30D | 0.0% | -7.0% | +7.1% | +0.8% |
| 3M | +13.1% | +3.3% | +9.8% | +10.0% |
| 6M | +11.7% | +57.4% | -45.7% | -0.2% |
| YTD | -26.1% | +118.6% | -144.7% | -38.0% |
| 1Y | -21.3% | +150.2% | -171.5% | -36.2% |
| 3Y | -46.7% | +160.7% | -207.5% | -62.4% |
| 5Y | -40.5% | +51.2% | -91.7% | -56.5% |
| 10Y | +103.9% | -0.7% | +104.6% | +52.5% |
| All | +431.0% | +1,485.7% | -1,054.6% | +128.8% |
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