+383.3%
TPR vs VSAT
-4.9%
+388.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | +12.1% | -0.5% | +12.6% | +11.2% |
| 30D | +16.7% | +4.0% | +12.7% | +13.9% |
| 3M | -17.4% | -11.8% | -5.6% | -16.7% |
| 6M | +2.3% | +6.9% | -4.6% | -4.2% |
| YTD | +7.1% | +117.2% | -110.1% | -17.7% |
| 1Y | +29.5% | +102.4% | -72.9% | +0.4% |
| 3Y | +415.0% | +295.5% | +119.6% | +176.9% |
| 5Y | +261.5% | +37.0% | +224.4% | +152.1% |
| 10Y | +383.3% | -6.0% | +389.3% | +196.8% |
| All | +383.3% | -4.9% | +388.2% | +196.8% |
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