+688.7%
VSAT vs ADVB
-88.3%
+777.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.7% | +5.7% | +5.0% |
| 7D | +11.8% | -3.8% | +15.6% | +11.8% |
| 30D | -7.0% | +17.6% | -24.6% | -7.0% |
| 3M | +3.3% | +119.1% | -115.9% | +2.7% |
| 6M | +57.4% | +103.4% | -45.9% | +55.0% |
| YTD | +118.6% | +59.8% | +58.7% | +116.9% |
| 1Y | +150.2% | +8.5% | +141.7% | +148.8% |
| All | +688.7% | -88.3% | +777.0% | +1,072.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling