+25.3%
VSAT vs DVA
+64.3%
-39.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.3% | -5.2% | -5.0% |
| 7D | +5.9% | -8.8% | +14.7% | +7.6% |
| 30D | +9.7% | -3.4% | +13.1% | +9.8% |
| 3M | -18.3% | -2.6% | -15.7% | -18.6% |
| 6M | -4.1% | -11.9% | +7.8% | -2.7% |
| YTD | +96.5% | +53.6% | +42.9% | +71.3% |
| 1Y | +89.3% | +41.9% | +47.4% | +68.7% |
| 3Y | +270.1% | +97.5% | +172.5% | +184.0% |
| All | +25.3% | +64.3% | -39.1% | -4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling