+213.6%
RF vs VSAT
-16.2%
+229.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.9% | +6.2% | +2.2% |
| 7D | +1.9% | +5.9% | -4.0% | +0.6% |
| 30D | +7.3% | +9.7% | -2.4% | +4.4% |
| 3M | -7.9% | -18.3% | +10.4% | -5.8% |
| 6M | +10.5% | -4.1% | +14.6% | +6.6% |
| YTD | +9.6% | +96.5% | -86.9% | -11.5% |
| 1Y | +20.3% | +89.3% | -69.0% | -2.9% |
| 3Y | +119.5% | +270.1% | -150.5% | +25.4% |
| 5Y | +48.2% | +26.4% | +21.8% | +9.1% |
| All | +213.6% | -16.2% | +229.8% | +122.8% |
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