+562.3%
SE vs VSAT
+14.1%
+548.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.5% | -3.5% | -1.3% |
| 7D | -4.8% | +3.4% | -8.2% | -5.3% |
| 30D | -18.1% | -12.2% | -5.9% | -16.6% |
| 3M | +30.6% | +20.6% | +10.0% | +24.8% |
| 6M | +20.8% | +60.2% | -39.4% | +8.7% |
| YTD | -15.6% | +115.3% | -130.8% | -28.5% |
| 1Y | -44.2% | +154.6% | -198.8% | -54.6% |
| 3Y | +181.5% | +211.2% | -29.6% | +92.5% |
| 5Y | -66.9% | +52.7% | -119.6% | -74.3% |
| All | +562.3% | +14.1% | +548.2% | +404.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling