+2,805.0%
O vs VSAT
+1,465.7%
+1,339.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +16.3% | -15.5% | -1.1% |
| 7D | +3.3% | +0.4% | +3.0% | +2.9% |
| 30D | +10.3% | +3.3% | +7.1% | +9.1% |
| 3M | -3.5% | -7.5% | +4.0% | -3.6% |
| 6M | -1.3% | +6.2% | -7.5% | -4.6% |
| YTD | +10.3% | +115.8% | -105.5% | -3.6% |
| 1Y | +10.4% | +107.7% | -97.3% | -3.6% |
| 3Y | +40.0% | +292.0% | -252.0% | +1.9% |
| 5Y | +12.4% | +35.3% | -22.9% | -10.0% |
| 10Y | +78.2% | -5.2% | +83.4% | +43.5% |
| All | +2,805.0% | +1,465.7% | +1,339.3% | +1,675.3% |
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