-100.0%
VIVK vs VSAT
+219.0%
-319.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +3.2% | +4.4% | +7.4% |
| 7D | +13.1% | +17.3% | -4.3% | +11.7% |
| 30D | -29.7% | -3.3% | -26.4% | -29.5% |
| 3M | -93.0% | +18.7% | -111.7% | -93.2% |
| 6M | -98.0% | +77.6% | -175.5% | -98.1% |
| YTD | -97.8% | +125.6% | -223.4% | -98.0% |
| 1Y | -100.0% | +158.3% | -258.3% | -100.0% |
| 3Y | -100.0% | +226.1% | -326.1% | -100.0% |
| 5Y | -100.0% | +54.7% | -154.7% | -100.0% |
| 10Y | -100.0% | +3.5% | -103.5% | -100.0% |
| All | -100.0% | +219.0% | -319.0% | -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 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