-9.5%
M vs VSAT
-11.9%
+2.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.2% | +3.1% | -0.9% |
| 7D | +0.6% | +20.0% | -19.4% | -3.6% |
| 30D | +7.0% | +6.5% | +0.5% | +4.2% |
| 3M | +3.1% | -18.3% | +21.5% | +6.0% |
| 6M | +33.5% | +0.4% | +33.2% | +26.7% |
| YTD | +13.4% | +106.7% | -93.3% | -13.0% |
| 1Y | +22.4% | +89.9% | -67.4% | -4.8% |
| 3Y | +150.9% | +276.3% | -125.5% | +28.8% |
| 5Y | -3.0% | +32.9% | -36.0% | -33.6% |
| All | -9.5% | -11.9% | +2.4% | -46.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling