-39.0%
U vs VSAT
+111.9%
-151.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.0% | -6.0% | -2.1% |
| 7D | -3.8% | +11.8% | -15.6% | -6.1% |
| 30D | +17.5% | -7.0% | +24.5% | +18.9% |
| 3M | +38.7% | +3.3% | +35.5% | +34.3% |
| 6M | +104.4% | +57.4% | +47.0% | +77.0% |
| YTD | -5.7% | +118.6% | -124.3% | -25.2% |
| 1Y | +3.7% | +150.2% | -146.5% | -21.0% |
| 3Y | +12.3% | +160.7% | -148.4% | -26.0% |
| 5Y | -68.8% | +51.2% | -120.0% | -79.8% |
| All | -39.0% | +111.9% | -151.0% | -52.3% |
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