-17.5%
RUN vs VSAT
+21.2%
-38.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.0% | -5.5% | -2.2% |
| 7D | +1.3% | +11.8% | -10.5% | -2.6% |
| 30D | -15.3% | -7.0% | -8.2% | -13.4% |
| 3M | -40.0% | +3.3% | -43.3% | -42.6% |
| 6M | -27.0% | +57.4% | -84.4% | -41.1% |
| YTD | -51.7% | +118.6% | -170.3% | -66.0% |
| 1Y | -45.9% | +150.2% | -196.1% | -64.3% |
| 3Y | -43.8% | +160.7% | -204.5% | -71.2% |
| 5Y | -80.5% | +51.2% | -131.7% | -88.5% |
| 10Y | +45.3% | -0.7% | +45.9% | -12.3% |
| All | -17.5% | +21.2% | -38.7% | -49.7% |
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