-47.7%
QS vs VSAT
+79.6%
-127.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.3% | -1.5% |
| 7D | -5.0% | +3.4% | -8.4% | -5.9% |
| 30D | -18.3% | -12.2% | -6.1% | -15.0% |
| 3M | -26.0% | +20.6% | -46.6% | -31.6% |
| 6M | -24.0% | +60.2% | -84.2% | -36.1% |
| YTD | -50.3% | +115.3% | -165.6% | -62.0% |
| 1Y | -38.0% | +154.6% | -192.5% | -55.1% |
| 3Y | -24.6% | +211.2% | -235.8% | -57.1% |
| 5Y | -75.4% | +52.7% | -128.1% | -84.2% |
| All | -47.7% | +79.6% | -127.2% | -82.8% |
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