+207.8%
VSAT vs DVA
+91.2%
+116.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.6% | -8.6% | -7.2% |
| 7D | +3.5% | +2.0% | +1.5% | +3.2% |
| 30D | -14.7% | -0.4% | -14.3% | -14.7% |
| 3M | +13.2% | -7.7% | +20.8% | +14.5% |
| 6M | +57.4% | +20.0% | +37.4% | +53.1% |
| YTD | +110.0% | +61.1% | +48.9% | +91.5% |
| 1Y | +134.4% | +33.9% | +100.5% | +122.6% |
| All | +207.8% | +91.2% | +116.6% | +137.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling