-80.3%
RUN vs VSAT
+45.0%
-125.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -6.9% | +2.4% | -2.5% |
| 7D | -1.8% | +3.5% | -5.3% | -2.8% |
| 30D | -10.8% | -14.7% | +3.9% | -6.6% |
| 3M | -30.2% | +13.2% | -43.3% | -34.6% |
| 6M | -22.3% | +57.4% | -79.7% | -35.3% |
| YTD | -52.2% | +110.0% | -162.2% | -64.1% |
| 1Y | -45.1% | +134.4% | -179.5% | -60.5% |
| 3Y | -37.1% | +203.5% | -240.6% | -66.1% |
| 5Y | -80.3% | +47.1% | -127.4% | -88.8% |
| All | -80.3% | +45.0% | -125.2% | -88.8% |
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 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