+235.3%
SLV vs VSAT
-3.0%
+238.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -6.9% | +9.2% | +3.0% |
| 7D | +2.8% | +3.5% | -0.7% | +2.4% |
| 30D | +2.2% | -14.7% | +16.9% | +3.7% |
| 3M | +2.9% | +13.2% | -10.3% | +0.8% |
| 6M | -22.4% | +57.4% | -79.8% | -26.6% |
| YTD | -5.7% | +110.0% | -115.7% | -13.2% |
| 1Y | +63.3% | +134.4% | -71.1% | +48.3% |
| 3Y | +189.0% | +203.5% | -14.5% | +142.5% |
| 5Y | +172.7% | +47.1% | +125.5% | +134.8% |
| 10Y | +235.3% | +0.4% | +234.9% | +175.0% |
| All | +235.3% | -3.0% | +238.3% | +175.0% |
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