+251.7%
RF vs VSAT
+1,246.3%
-994.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.7% | -8.0% | -1.7% |
| 7D | -0.9% | -17.0% | +16.1% | +2.0% |
| 30D | +6.0% | -9.8% | +15.8% | +7.0% |
| 3M | -8.9% | -22.0% | +13.1% | -6.1% |
| 6M | +2.3% | -5.0% | +7.3% | -0.6% |
| YTD | +7.6% | +85.6% | -78.0% | -9.6% |
| 1Y | +21.2% | +80.2% | -59.0% | +1.8% |
| 3Y | +108.5% | +250.0% | -141.5% | +33.7% |
| 5Y | +43.2% | -4.6% | +47.8% | +11.1% |
| 10Y | +288.1% | -7.2% | +295.3% | +192.8% |
| All | +251.7% | +1,246.3% | -994.6% | +95.7% |
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