+90.1%
RF vs VSAT
+51.9%
+38.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.0% | -5.1% | -0.6% |
| 7D | +1.3% | +11.8% | -10.5% | +0.2% |
| 30D | -3.6% | -7.0% | +3.4% | -3.0% |
| 3M | +8.1% | +3.3% | +4.8% | +6.5% |
| 6M | +11.5% | +57.4% | -46.0% | +4.2% |
| YTD | +15.6% | +118.6% | -103.0% | +3.3% |
| 1Y | +15.7% | +150.2% | -134.6% | +1.0% |
| 3Y | +86.9% | +160.7% | -73.8% | +51.9% |
| All | +90.1% | +51.9% | +38.2% | +51.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling