-33.2%
VRSK vs VSAT
+155.6%
-188.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -5.2% | -1.3% | -3.8% | -5.2% |
| 30D | -2.3% | -14.8% | +12.5% | -3.0% |
| 3M | -2.9% | +2.2% | -5.1% | -2.5% |
| 6M | -12.8% | +60.2% | -73.0% | -13.0% |
| YTD | -20.8% | +115.6% | -136.5% | -20.6% |
| 1Y | -33.2% | +132.9% | -166.1% | -32.8% |
| All | -33.2% | +155.6% | -188.8% | -32.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling