-53.2%
TE vs VSAT
+6.3%
-59.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.0% | -3.7% | +0.1% |
| 7D | -4.0% | +11.8% | -15.8% | -6.6% |
| 30D | -15.9% | -7.0% | -8.9% | -14.7% |
| 3M | -60.5% | +3.3% | -63.8% | -60.8% |
| 6M | -35.2% | +57.4% | -92.7% | -41.0% |
| YTD | -31.1% | +118.6% | -149.7% | -41.4% |
| 1Y | +148.6% | +150.2% | -1.6% | +106.0% |
| 3Y | -26.4% | +160.7% | -187.1% | -46.1% |
| 5Y | -48.0% | +51.2% | -99.2% | -60.4% |
| All | -53.2% | +6.3% | -59.4% | -64.1% |
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