+1,404.9%
VSAT vs DVA
+2,439.1%
-1,034.2%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.3% | -5.2% | -5.0% |
| 7D | +5.9% | -8.8% | +14.7% | +7.3% |
| 30D | +9.7% | -3.4% | +13.1% | +9.8% |
| 3M | -18.3% | -2.6% | -15.7% | -18.5% |
| 6M | -4.1% | -11.9% | +7.8% | -3.0% |
| YTD | +96.5% | +53.6% | +42.9% | +79.6% |
| 1Y | +89.3% | +41.9% | +47.4% | +75.2% |
| 3Y | +270.1% | +97.5% | +172.5% | +220.8% |
| 5Y | +26.4% | +65.0% | -38.6% | +10.8% |
| 10Y | -16.5% | +193.2% | -209.8% | -34.1% |
| All | +1,404.9% | +2,439.1% | -1,034.2% | +1,034.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling