+216.1%
VSAT vs NTRS
+168.2%
+47.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.8% |
| 7D | -1.3% | +1.4% | -2.7% | -2.5% |
| 30D | -14.8% | -0.7% | -14.2% | -14.4% |
| 3M | +2.2% | +11.3% | -9.1% | -7.6% |
| 6M | +60.2% | +35.5% | +24.7% | +20.7% |
| YTD | +115.6% | +40.6% | +75.0% | +57.8% |
| 1Y | +132.9% | +49.2% | +83.7% | +62.4% |
| 3Y | +216.1% | +167.2% | +48.9% | +21.8% |
| All | +216.1% | +168.2% | +47.9% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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