+8,387.8%
TPR vs VSAT
+289.7%
+8,098.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.2% | +4.6% | +0.7% |
| 7D | -1.1% | +20.0% | -21.1% | -5.7% |
| 30D | +15.1% | +6.5% | +8.6% | +11.5% |
| 3M | -13.4% | -18.3% | +4.9% | -11.1% |
| 6M | +1.4% | +0.4% | +1.0% | -4.1% |
| YTD | +4.8% | +106.7% | -102.0% | -19.4% |
| 1Y | +29.2% | +89.9% | -60.7% | +0.7% |
| 3Y | +403.7% | +276.3% | +127.4% | +172.2% |
| 5Y | +230.8% | +32.9% | +197.9% | +116.6% |
| 10Y | +369.2% | -12.2% | +381.4% | +224.4% |
| All | +8,387.8% | +289.7% | +8,098.1% | +3,606.2% |
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