-60.2%
OUST vs VSAT
+109.4%
-169.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +16.3% | -5.4% | +4.6% |
| 7D | +36.7% | +0.4% | +36.3% | +35.5% |
| 30D | -3.3% | +3.3% | -6.6% | -5.0% |
| 3M | -11.1% | -7.5% | -3.7% | -9.0% |
| 6M | +53.1% | +6.2% | +46.8% | +49.6% |
| YTD | +78.2% | +115.8% | -37.6% | +36.2% |
| 1Y | +50.0% | +107.7% | -57.7% | +16.0% |
| 3Y | +836.2% | +292.0% | +544.1% | +396.7% |
| 5Y | -50.0% | +35.3% | -85.3% | -65.1% |
| All | -60.2% | +109.4% | -169.7% | -78.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling