+240.4%
TPR vs VSAT
+51.9%
+188.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.0% | -5.0% | -0.7% |
| 7D | -2.3% | +11.8% | -14.1% | -3.9% |
| 30D | -23.0% | -7.0% | -15.9% | -22.2% |
| 3M | -12.5% | +3.3% | -15.7% | -14.1% |
| 6M | -21.4% | +57.4% | -78.9% | -28.1% |
| YTD | -3.5% | +118.6% | -122.1% | -16.6% |
| 1Y | +17.4% | +150.2% | -132.9% | -1.4% |
| 3Y | +291.3% | +160.7% | +130.5% | +199.8% |
| All | +240.4% | +51.9% | +188.5% | +156.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling