-99.2%
NVD vs VSAT
+181.2%
-280.4%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +3.2% | +0.7% | +4.5% |
| 7D | -7.7% | +17.3% | -25.0% | -4.5% |
| 30D | -5.8% | -3.3% | -2.5% | -5.8% |
| 3M | -23.2% | +18.7% | -41.9% | -18.3% |
| 6M | -49.7% | +77.6% | -127.3% | -40.9% |
| YTD | -47.7% | +125.6% | -173.3% | -34.4% |
| 1Y | -61.3% | +158.3% | -219.6% | -49.5% |
| 3Y | -99.2% | +226.1% | -325.3% | -98.7% |
| All | -99.2% | +181.2% | -280.4% | -98.7% |
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 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