+253.0%
RF vs VSAT
+1,150.1%
-897.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -11.1% | +9.0% | -0.2% |
| 7D | -1.6% | -23.9% | +22.2% | +2.9% |
| 30D | +5.0% | -20.2% | +25.2% | +8.4% |
| 3M | -10.0% | -26.7% | +16.7% | -6.1% |
| 6M | +3.3% | -9.4% | +12.8% | +1.3% |
| YTD | +7.9% | +72.3% | -64.4% | -8.0% |
| 1Y | +21.2% | +56.6% | -35.4% | +4.4% |
| 3Y | +105.8% | +199.9% | -94.1% | +35.9% |
| 5Y | +43.7% | -11.4% | +55.1% | +13.0% |
| 10Y | +289.4% | -13.9% | +303.3% | +197.8% |
| All | +253.0% | +1,150.1% | -897.1% | +99.1% |
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