+282.2%
NEM vs VSAT
+1,325.7%
-1,043.5%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.9% | +5.4% | +0.7% |
| 7D | -6.4% | +5.9% | -12.3% | -6.7% |
| 30D | +1.4% | +9.7% | -8.3% | +0.6% |
| 3M | -0.7% | -18.3% | +17.6% | 0.0% |
| 6M | -4.5% | -4.1% | -0.4% | -5.1% |
| YTD | +14.0% | +96.5% | -82.5% | +9.0% |
| 1Y | +27.3% | +89.3% | -62.0% | +21.8% |
| 3Y | +250.5% | +270.1% | -19.6% | +215.8% |
| 5Y | +121.1% | +26.4% | +94.7% | +104.5% |
| 10Y | +358.3% | -16.5% | +374.9% | +320.9% |
| All | +282.2% | +1,325.7% | -1,043.5% | +216.9% |
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