+150.2%
VSAT vs DTE
+3.0%
+147.2%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.7% | +5.7% | +5.4% |
| 7D | +11.8% | +0.2% | +11.6% | +11.7% |
| 30D | -7.0% | -2.6% | -4.5% | -5.9% |
| 3M | +3.3% | -3.9% | +7.2% | +2.5% |
| 6M | +57.4% | -7.9% | +65.3% | +63.3% |
| YTD | +118.6% | +7.2% | +111.4% | +100.2% |
| 1Y | +150.2% | +3.1% | +147.2% | +127.5% |
| All | +150.2% | +3.0% | +147.2% | +127.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 1y: compounded portfolio wealth divided by compounded DTE 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…
1y analysis · Full analysis span regression · 6 months rolling