+1,998.6%
TER vs VSAT
+1,465.7%
+532.9%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +16.3% | -3.6% | +7.9% |
| 7D | -5.8% | +0.4% | -6.1% | -5.5% |
| 30D | -38.9% | +3.3% | -42.2% | -39.4% |
| 3M | -35.1% | -7.5% | -27.6% | -33.8% |
| 6M | -31.6% | +6.2% | -37.8% | -33.9% |
| YTD | +27.2% | +115.8% | -88.6% | -1.3% |
| 1Y | +35.2% | +107.7% | -72.5% | +5.6% |
| 3Y | +192.8% | +292.0% | -99.2% | +51.4% |
| 5Y | +72.4% | +35.3% | +37.1% | +11.3% |
| 10Y | +1,001.8% | -5.2% | +1,007.0% | +627.6% |
| All | +1,998.6% | +1,465.7% | +532.9% | +455.6% |
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 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