-11.1%
VRSK vs VSAT
+51.7%
-62.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.2% |
| 3M | -2.9% | +2.2% | -5.1% | -3.1% |
| 6M | -12.8% | +60.2% | -73.0% | -14.2% |
| YTD | -20.8% | +115.6% | -136.5% | -22.8% |
| 1Y | -33.2% | +132.9% | -166.1% | -35.2% |
| 3Y | -26.6% | +216.1% | -242.7% | -30.7% |
| All | -11.1% | +51.7% | -62.8% | -17.4% |
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