-67.0%
SE vs VSAT
+53.4%
-120.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.2% | -2.1% | +0.7% |
| 7D | +0.6% | +17.3% | -16.7% | -1.4% |
| 30D | -0.1% | -3.3% | +3.2% | +0.2% |
| 3M | +34.1% | +18.7% | +15.4% | +29.7% |
| 6M | +23.2% | +77.6% | -54.3% | +12.2% |
| YTD | -11.2% | +125.6% | -136.8% | -22.3% |
| 1Y | -40.5% | +158.3% | -198.8% | -49.3% |
| 3Y | +196.3% | +226.1% | -29.8% | +122.4% |
| 5Y | -67.0% | +54.7% | -121.7% | -71.3% |
| All | -67.0% | +53.4% | -120.5% | -71.3% |
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