+683.9%
VSAT vs ADVB
-97.4%
+781.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.9% | -2.3% | +0.7% |
| 7D | -0.5% | -4.1% | +3.6% | -0.5% |
| 30D | +4.0% | -60.3% | +64.2% | +3.4% |
| 3M | -11.8% | -73.3% | +61.6% | -12.4% |
| 6M | +6.9% | -65.9% | +72.8% | +6.3% |
| YTD | +117.2% | -63.9% | +181.1% | +113.7% |
| 1Y | +102.4% | -74.1% | +176.6% | +100.8% |
| All | +683.9% | -97.4% | +781.2% | +1,054.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 3y: compounded portfolio wealth divided by compounded ADVB 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…
3y analysis · Full analysis span regression · 6 months rolling