+7,716.4%
TPR vs VSAT
+312.0%
+7,404.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.0% | -5.0% | -1.2% |
| 7D | -2.3% | +11.8% | -14.1% | -5.0% |
| 30D | -23.0% | -7.0% | -15.9% | -21.8% |
| 3M | -12.5% | +3.3% | -15.7% | -15.5% |
| 6M | -21.4% | +57.4% | -78.9% | -32.8% |
| YTD | -3.5% | +118.6% | -122.1% | -25.2% |
| 1Y | +17.4% | +150.2% | -132.9% | -13.6% |
| 3Y | +291.3% | +160.7% | +130.5% | +137.4% |
| 5Y | +241.9% | +51.2% | +190.7% | +118.8% |
| 10Y | +322.7% | -0.7% | +323.3% | +188.9% |
| All | +7,716.4% | +312.0% | +7,404.4% | +3,340.0% |
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