+569.6%
VSAT vs ADVB
-97.5%
+667.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +4.2% | +3.5% | +7.7% |
| 7D | -17.0% | -13.9% | -3.1% | -17.0% |
| 30D | -9.8% | -68.1% | +58.4% | -10.3% |
| 3M | -22.0% | -73.4% | +51.4% | -22.6% |
| 6M | -5.0% | -70.8% | +65.8% | -5.4% |
| YTD | +85.6% | -66.1% | +151.7% | +82.6% |
| 1Y | +80.2% | -77.5% | +157.7% | +78.9% |
| All | +569.6% | -97.5% | +667.2% | +886.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling