+1,627.8%
VSAT vs DTE
+1,732.2%
-104.5%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.9% | +2.4% | +2.7% |
| 7D | +17.3% | +0.9% | +16.4% | +16.7% |
| 30D | -3.3% | -1.9% | -1.4% | -2.4% |
| 3M | +18.7% | -3.3% | +22.1% | +20.2% |
| 6M | +77.6% | -7.1% | +84.7% | +84.3% |
| YTD | +125.6% | +8.1% | +117.5% | +115.2% |
| 1Y | +158.3% | +5.3% | +153.0% | +149.7% |
| 3Y | +226.1% | +48.2% | +178.0% | +156.8% |
| 5Y | +54.7% | +33.2% | +21.4% | +28.7% |
| 10Y | +3.5% | +137.5% | -134.0% | -37.2% |
| All | +1,627.8% | +1,732.2% | -104.5% | +305.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling