+300.2%
NEM vs VSAT
+3.1%
+297.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.5% | -4.5% | -2.3% |
| 7D | -3.3% | +3.4% | -6.7% | -3.7% |
| 30D | +7.8% | -12.2% | +20.1% | +9.2% |
| 3M | +36.3% | +20.6% | +15.6% | +32.3% |
| 6M | +6.6% | +60.2% | -53.6% | +0.1% |
| YTD | +27.1% | +115.3% | -88.1% | +15.6% |
| 1Y | +62.3% | +154.6% | -92.2% | +44.7% |
| 3Y | +245.1% | +211.2% | +33.9% | +184.1% |
| 5Y | +154.0% | +52.7% | +101.3% | +116.3% |
| All | +300.2% | +3.1% | +297.1% | +219.4% |
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