-53.2%
S vs VSAT
+50.6%
-103.9%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.0% | -4.6% | -0.4% |
| 7D | -7.7% | +11.8% | -19.5% | -9.3% |
| 30D | -5.3% | -7.0% | +1.7% | -4.5% |
| 3M | +20.3% | +3.3% | +17.0% | +17.6% |
| 6M | +47.4% | +57.4% | -10.1% | +32.7% |
| YTD | +32.5% | +118.6% | -86.0% | +11.6% |
| 1Y | +9.5% | +150.2% | -140.7% | -10.6% |
| 3Y | +15.5% | +160.7% | -145.2% | -14.5% |
| 5Y | -71.2% | +51.2% | -122.4% | -78.3% |
| All | -53.2% | +50.6% | -103.9% | -64.9% |
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 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