-24.7%
QS vs VSAT
+199.8%
-224.4%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -6.9% | +0.3% | -4.7% |
| 7D | -4.2% | +3.5% | -7.7% | -5.1% |
| 30D | -15.7% | -14.7% | -1.0% | -11.9% |
| 3M | -28.7% | +13.2% | -41.9% | -32.2% |
| 6M | -23.2% | +57.4% | -80.6% | -33.4% |
| YTD | -49.9% | +110.0% | -159.9% | -59.8% |
| 1Y | -38.8% | +134.4% | -173.2% | -52.2% |
| All | -24.7% | +199.8% | -224.4% | -48.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling