+261.5%
RF vs VSAT
+2.6%
+258.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +16.3% | -14.1% | -0.9% |
| 7D | -0.1% | +0.4% | -0.5% | -0.8% |
| 30D | +7.0% | +3.3% | +3.8% | +5.3% |
| 3M | -7.0% | -7.5% | +0.5% | -7.1% |
| 6M | +6.8% | +6.2% | +0.5% | +1.0% |
| YTD | +9.9% | +115.8% | -105.9% | -12.8% |
| 1Y | +21.1% | +107.7% | -86.6% | -3.9% |
| 3Y | +119.6% | +292.0% | -172.4% | +24.8% |
| 5Y | +46.2% | +35.3% | +10.9% | +7.1% |
| 10Y | +261.5% | -5.2% | +266.7% | +154.5% |
| All | +261.5% | +2.6% | +258.9% | +154.5% |
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