+1,564.8%
QQQ vs VSAT
+1,464.5%
+100.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.9% | +6.6% | +1.0% |
| 7D | +1.0% | +3.5% | -2.5% | +0.3% |
| 30D | -0.6% | -14.7% | +14.1% | +2.1% |
| 3M | +1.3% | +13.2% | -11.9% | -2.7% |
| 6M | +18.1% | +57.4% | -39.2% | +5.2% |
| YTD | +16.9% | +110.0% | -93.1% | -2.6% |
| 1Y | +24.0% | +134.4% | -110.4% | -0.2% |
| 3Y | +95.6% | +203.5% | -107.9% | +28.6% |
| 5Y | +94.5% | +47.1% | +47.4% | +38.4% |
| 10Y | +571.7% | +0.4% | +571.4% | +381.4% |
| All | +1,564.8% | +1,464.5% | +100.2% | +551.2% |
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