-16.0%
VSAT vs SPY
+307.0%
-323.0%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.6% | -4.4% |
| 7D | +5.9% | +2.6% | +3.3% | +2.5% |
| 30D | +9.7% | -2.0% | +11.7% | +13.7% |
| 3M | -18.3% | -2.8% | -15.5% | -14.0% |
| 6M | -4.1% | +2.1% | -6.2% | -4.5% |
| YTD | +96.5% | +11.5% | +85.0% | +76.7% |
| 1Y | +89.3% | +13.5% | +75.8% | +67.4% |
| 3Y | +270.1% | +77.7% | +192.4% | +93.3% |
| 5Y | +26.4% | +72.6% | -46.2% | -31.6% |
| All | -16.0% | +307.0% | -323.0% | -82.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling