+449.8%
IT vs VSAT
+1,481.4%
-1,031.6%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.8% | +2.1% |
| 7D | -6.8% | +12.5% | -19.3% | -8.8% |
| 30D | -0.6% | +11.0% | -11.6% | -3.1% |
| 3M | +3.1% | -11.1% | +14.2% | +3.2% |
| 6M | +25.5% | +2.8% | +22.7% | +19.7% |
| YTD | -23.5% | +118.0% | -141.5% | -36.7% |
| 1Y | -16.6% | +97.1% | -113.7% | -30.4% |
| 3Y | -53.1% | +296.8% | -349.9% | -69.5% |
| 5Y | -41.4% | +38.7% | -80.1% | -56.8% |
| 10Y | +90.9% | -7.4% | +98.4% | +42.8% |
| All | +449.8% | +1,481.4% | -1,031.6% | +133.7% |
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 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