+152.4%
M vs VSAT
+1,246.3%
-1,093.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +7.7% | -12.3% | -6.1% |
| 7D | -4.3% | -17.0% | +12.7% | -1.3% |
| 30D | +1.3% | -9.8% | +11.0% | +2.1% |
| 3M | -7.4% | -22.0% | +14.6% | -4.4% |
| 6M | +18.3% | -5.0% | +23.3% | +14.5% |
| YTD | +7.6% | +85.6% | -78.0% | -11.1% |
| 1Y | +17.4% | +80.2% | -62.8% | -3.2% |
| 3Y | +108.4% | +250.0% | -141.7% | +28.3% |
| 5Y | -10.6% | -4.6% | -6.1% | -31.8% |
| 10Y | -3.2% | -7.2% | +4.1% | -28.0% |
| All | +152.4% | +1,246.3% | -1,093.9% | +19.9% |
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