-14.9%
VRSK vs VSAT
+69.6%
-84.5%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.9% | +8.4% | +0.6% |
| 7D | -5.4% | +3.5% | -8.9% | -5.0% |
| 30D | -1.8% | -14.7% | +12.9% | -3.1% |
| 3M | -2.2% | +13.2% | -15.4% | -0.7% |
| 6M | -14.9% | +57.4% | -72.3% | -14.2% |
| All | -14.9% | +69.6% | -84.5% | -14.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling