-100.0%
VIVK vs VSAT
+3.3%
-103.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.2% | -7.6% | -7.4% |
| 7D | -4.4% | -1.3% | -3.0% | -4.2% |
| 30D | -40.8% | -14.8% | -26.0% | -39.8% |
| 3M | -94.1% | +2.2% | -96.3% | -94.3% |
| 6M | -98.2% | +60.2% | -158.4% | -98.4% |
| YTD | -98.0% | +115.6% | -213.7% | -98.3% |
| 1Y | -100.0% | +132.9% | -232.8% | -100.0% |
| 3Y | -100.0% | +216.1% | -316.1% | -100.0% |
| 5Y | -100.0% | +52.9% | -152.9% | -100.0% |
| All | -100.0% | +3.3% | -103.3% | -100.0% |
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 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