+1,993.4%
TER vs VSAT
+1,476.0%
+517.4%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.4% |
| 7D | -8.9% | -0.5% | -8.4% | -8.5% |
| 30D | -39.1% | +4.0% | -43.0% | -39.7% |
| 3M | -32.8% | -11.8% | -21.0% | -30.4% |
| 6M | -31.7% | +6.9% | -38.7% | -34.2% |
| YTD | +26.9% | +117.2% | -90.3% | -1.7% |
| 1Y | +33.6% | +102.4% | -68.9% | +5.1% |
| 3Y | +181.5% | +295.5% | -113.9% | +45.2% |
| 5Y | +76.1% | +37.0% | +39.1% | +13.3% |
| 10Y | +1,006.2% | -6.0% | +1,012.2% | +632.8% |
| All | +1,993.4% | +1,476.0% | +517.4% | +453.1% |
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