-62.8%
QS vs VSAT
+63.9%
-126.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.9% | -0.2% | -3.6% |
| 7D | -14.0% | +5.9% | -19.9% | -15.5% |
| 30D | -6.4% | +9.7% | -16.1% | -10.1% |
| 3M | -40.3% | -18.3% | -21.9% | -37.4% |
| 6M | -57.5% | -4.1% | -53.5% | -58.6% |
| YTD | -64.7% | +96.5% | -161.2% | -72.7% |
| 1Y | -72.9% | +89.3% | -162.1% | -78.9% |
| 3Y | -33.5% | +270.1% | -303.5% | -65.0% |
| 5Y | -90.5% | +26.4% | -116.9% | -93.5% |
| All | -62.8% | +63.9% | -126.8% | -87.6% |
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 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