-43.5%
QS vs VSAT
+88.2%
-131.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.2% | -1.2% | +1.0% |
| 7D | +2.2% | +17.3% | -15.1% | -2.8% |
| 30D | -8.1% | -3.3% | -4.8% | -7.2% |
| 3M | -27.0% | +18.7% | -45.8% | -32.2% |
| 6M | -16.4% | +77.6% | -94.0% | -31.9% |
| YTD | -46.4% | +125.6% | -172.0% | -59.6% |
| 1Y | -41.1% | +158.3% | -199.4% | -57.6% |
| 3Y | -18.6% | +226.1% | -244.8% | -54.3% |
| 5Y | -73.0% | +54.7% | -127.7% | -82.9% |
| All | -43.5% | +88.2% | -131.7% | -81.7% |
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