-100.0%
VIVK vs VSAT
+50.0%
-150.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.5% | -0.1% | +2.2% |
| 7D | -9.5% | +3.4% | -12.9% | -9.7% |
| 30D | -35.1% | -12.2% | -22.9% | -34.5% |
| 3M | -93.4% | +20.6% | -114.0% | -93.6% |
| 6M | -98.0% | +60.2% | -158.2% | -98.1% |
| YTD | -97.9% | +115.3% | -213.1% | -98.1% |
| 1Y | -100.0% | +154.6% | -254.5% | -100.0% |
| 3Y | -100.0% | +211.2% | -311.1% | -100.0% |
| 5Y | -100.0% | +52.7% | -152.7% | -100.0% |
| All | -100.0% | +50.0% | -150.0% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling