-44.9%
S vs VSAT
+49.7%
-94.6%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.0% | -0.5% |
| 7D | +1.4% | -0.5% | +1.9% | +1.2% |
| 30D | -10.8% | +4.0% | -14.8% | -11.6% |
| 3M | +5.4% | -11.8% | +17.2% | +6.5% |
| 6M | +41.2% | +6.9% | +34.3% | +35.9% |
| YTD | +56.2% | +117.2% | -61.0% | +30.8% |
| 1Y | +36.3% | +102.4% | -66.1% | +15.1% |
| 3Y | +49.4% | +295.5% | -246.0% | -1.4% |
| 5Y | -66.9% | +37.0% | -103.9% | -74.3% |
| All | -44.9% | +49.7% | -94.6% | -58.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling