+53.8%
NDAQ vs VSAT
+53.4%
+0.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.2% | -5.1% | -2.1% |
| 7D | -2.6% | +17.3% | -19.9% | -3.5% |
| 30D | +0.5% | -3.3% | +3.7% | +0.6% |
| 3M | +9.9% | +18.7% | -8.8% | +7.9% |
| 6M | +8.2% | +77.6% | -69.4% | +2.8% |
| YTD | -1.5% | +125.6% | -127.1% | -8.3% |
| 1Y | +1.3% | +158.3% | -157.0% | -6.9% |
| 3Y | +92.6% | +226.1% | -133.5% | +66.2% |
| 5Y | +53.8% | +54.7% | -0.8% | +33.7% |
| All | +53.8% | +53.4% | +0.4% | +33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling