+8,398.6%
TPR vs VSAT
+249.8%
+8,148.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.7% | -8.7% | -2.8% |
| 7D | +14.2% | -17.0% | +31.2% | +18.4% |
| 30D | +17.1% | -9.8% | +26.9% | +18.1% |
| 3M | -17.7% | -22.0% | +4.3% | -14.5% |
| 6M | -10.2% | -5.0% | -5.2% | -13.7% |
| YTD | +4.9% | +85.6% | -80.7% | -17.0% |
| 1Y | +36.1% | +80.2% | -44.1% | +7.6% |
| 3Y | +416.5% | +250.0% | +166.4% | +184.2% |
| 5Y | +254.8% | -4.6% | +259.3% | +154.1% |
| 10Y | +391.7% | -7.2% | +399.0% | +235.0% |
| All | +8,398.6% | +249.8% | +8,148.8% | +3,718.1% |
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