+1,627.8%
VSAT vs DVA
+2,519.1%
-891.3%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.1% | +5.4% | +3.6% |
| 7D | +17.3% | +2.2% | +15.1% | +16.9% |
| 30D | -3.3% | -2.0% | -1.3% | -3.0% |
| 3M | +18.7% | -6.3% | +25.0% | +19.7% |
| 6M | +77.6% | +19.4% | +58.1% | +71.3% |
| YTD | +125.6% | +58.5% | +67.1% | +106.3% |
| 1Y | +158.3% | +33.9% | +124.4% | +142.5% |
| 3Y | +226.1% | +88.4% | +137.7% | +185.6% |
| 5Y | +54.7% | +39.5% | +15.2% | +39.7% |
| 10Y | +3.5% | +179.5% | -175.9% | -17.4% |
| All | +1,627.8% | +2,519.1% | -891.3% | +1,203.0% |
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