+1.5%
VSAT vs DTE
+137.8%
-136.3%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +1.1% |
| 7D | -1.3% | -2.6% | +1.2% | +0.5% |
| 30D | -14.8% | -4.4% | -10.4% | -12.1% |
| 3M | +2.2% | -8.3% | +10.5% | +7.8% |
| 6M | +60.2% | -8.1% | +68.3% | +68.9% |
| YTD | +115.6% | +4.4% | +111.2% | +107.6% |
| 1Y | +132.9% | +0.2% | +132.7% | +130.4% |
| 3Y | +216.1% | +42.6% | +173.5% | +135.3% |
| 5Y | +52.9% | +31.5% | +21.5% | +19.5% |
| All | +1.5% | +137.8% | -136.3% | -44.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling