+22.4%
VSAT vs QSR
+211.0%
-188.6%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.4% | +5.6% | +4.4% |
| 7D | +17.3% | +0.1% | +17.2% | +17.2% |
| 30D | -3.3% | +5.9% | -9.2% | -6.4% |
| 3M | +18.7% | +10.5% | +8.3% | +11.3% |
| 6M | +77.6% | +7.7% | +69.8% | +68.3% |
| YTD | +125.6% | +16.8% | +108.8% | +103.0% |
| 1Y | +158.3% | +30.9% | +127.4% | +117.6% |
| 3Y | +226.1% | +28.2% | +197.9% | +174.3% |
| 5Y | +54.7% | +45.0% | +9.7% | +20.4% |
| 10Y | +3.5% | +127.3% | -123.8% | -39.8% |
| All | +22.4% | +211.0% | -188.6% | -35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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