+1,516.1%
NRG vs VSAT
+235.8%
+1,280.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -6.9% | +3.4% | -2.3% |
| 7D | +3.9% | +3.5% | +0.4% | +3.2% |
| 30D | -3.0% | -14.7% | +11.7% | -0.1% |
| 3M | -10.9% | +13.2% | -24.1% | -14.7% |
| 6M | -25.3% | +57.4% | -82.7% | -33.3% |
| YTD | -26.8% | +110.0% | -136.8% | -38.5% |
| 1Y | -23.3% | +134.4% | -157.7% | -37.5% |
| 3Y | +208.6% | +203.5% | +5.1% | +106.0% |
| 5Y | +194.1% | +47.1% | +147.0% | +114.2% |
| 10Y | +1,123.6% | +0.4% | +1,123.2% | +795.7% |
| All | +1,516.1% | +235.8% | +1,280.3% | +731.3% |
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