+1.5%
VSAT vs DVA
+187.8%
-186.3%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | -1.3% | -1.3% | 0.0% | -1.1% |
| 30D | -14.8% | 0.0% | -14.8% | -14.9% |
| 3M | +2.2% | -10.9% | +13.1% | +4.6% |
| 6M | +60.2% | +17.3% | +42.9% | +52.1% |
| YTD | +115.6% | +59.8% | +55.8% | +86.2% |
| 1Y | +132.9% | +36.3% | +96.6% | +109.4% |
| 3Y | +216.1% | +88.6% | +127.5% | +150.4% |
| 5Y | +52.9% | +47.5% | +5.4% | +25.2% |
| All | +1.5% | +187.8% | -186.3% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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