+447.4%
IT vs VSAT
+1,325.7%
-878.3%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.9% | +5.6% | +1.4% |
| 7D | +1.1% | +5.9% | -4.8% | 0.0% |
| 30D | -1.8% | +9.7% | -11.6% | -4.1% |
| 3M | +4.8% | -18.3% | +23.1% | +6.3% |
| 6M | +33.0% | -4.1% | +37.1% | +28.1% |
| YTD | -23.8% | +96.5% | -120.4% | -36.0% |
| 1Y | -16.5% | +89.3% | -105.8% | -29.9% |
| 3Y | -53.6% | +270.1% | -323.7% | -69.6% |
| 5Y | -42.1% | +26.4% | -68.5% | -56.7% |
| 10Y | +90.1% | -16.5% | +106.6% | +44.3% |
| All | +447.4% | +1,325.7% | -878.3% | +136.2% |
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