+2,327.9%
NDAQ vs VSAT
+787.2%
+1,540.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.0% | -6.9% | -2.7% |
| 7D | -2.4% | +11.8% | -14.2% | -4.3% |
| 30D | +2.5% | -7.0% | +9.5% | +3.4% |
| 3M | +9.9% | +3.3% | +6.6% | +6.9% |
| 6M | +9.4% | +57.4% | -48.0% | -2.7% |
| YTD | +0.4% | +118.6% | -118.2% | -16.7% |
| 1Y | +4.0% | +150.2% | -146.2% | -16.9% |
| 3Y | +94.4% | +160.7% | -66.3% | +34.3% |
| 5Y | +56.7% | +51.2% | +5.5% | +11.8% |
| 10Y | +375.3% | -0.7% | +376.0% | +243.8% |
| All | +2,327.9% | +787.2% | +1,540.7% | +1,127.2% |
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