-37.8%
U vs VSAT
+103.6%
-141.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.9% | +6.4% | +1.0% |
| 7D | +4.4% | +3.5% | +0.9% | +3.5% |
| 30D | -1.3% | -14.7% | +13.4% | +1.7% |
| 3M | +49.6% | +13.2% | +36.4% | +41.8% |
| 6M | +100.2% | +57.4% | +42.8% | +73.2% |
| YTD | -3.7% | +110.0% | -113.7% | -23.0% |
| 1Y | -6.5% | +134.4% | -140.9% | -27.7% |
| 3Y | +12.9% | +203.5% | -190.6% | -28.9% |
| 5Y | -68.3% | +47.1% | -115.4% | -79.3% |
| All | -37.8% | +103.6% | -141.4% | -50.9% |
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