+209.9%
ON vs VSAT
+227.5%
-17.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.0% | -4.0% | -0.5% |
| 7D | +2.4% | +11.8% | -9.4% | -1.1% |
| 30D | -3.3% | -7.0% | +3.8% | -1.4% |
| 3M | -43.6% | +3.3% | -46.9% | -45.7% |
| 6M | +19.0% | +57.4% | -38.5% | -0.9% |
| YTD | +37.4% | +118.6% | -81.2% | +1.6% |
| 1Y | +54.8% | +150.2% | -95.5% | +7.8% |
| 3Y | -25.2% | +160.7% | -185.9% | -59.9% |
| 5Y | +62.7% | +51.2% | +11.5% | -5.9% |
| 10Y | +574.3% | -0.7% | +575.0% | +328.2% |
| All | +209.9% | +227.5% | -17.6% | -3.5% |
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