+1,481.8%
QQQ vs VSAT
+1,364.2%
+117.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.9% | +3.7% | -0.3% |
| 7D | +3.6% | +5.9% | -2.3% | +2.3% |
| 30D | -6.7% | +9.7% | -16.4% | -8.9% |
| 3M | -7.0% | -18.3% | +11.3% | -4.6% |
| 6M | -4.7% | -4.1% | -0.6% | -7.0% |
| YTD | +11.1% | +96.5% | -85.5% | -7.2% |
| 1Y | +12.3% | +89.3% | -77.0% | -6.0% |
| 3Y | +83.3% | +270.1% | -186.7% | +15.5% |
| 5Y | +77.5% | +26.4% | +51.1% | +30.0% |
| 10Y | +528.3% | -16.5% | +544.8% | +364.9% |
| All | +1,481.8% | +1,364.2% | +117.6% | +520.6% |
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