+0.4%
VSAT vs SPY
+312.5%
-312.2%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.5% | -6.5% | -6.3% |
| 7D | +3.5% | -0.4% | +3.9% | +4.0% |
| 30D | -14.7% | -1.4% | -13.3% | -12.9% |
| 3M | +13.2% | +3.7% | +9.5% | +8.8% |
| 6M | +57.4% | +13.0% | +44.4% | +36.2% |
| YTD | +110.0% | +12.4% | +97.6% | +84.8% |
| 1Y | +134.4% | +18.5% | +115.9% | +95.3% |
| 3Y | +203.5% | +77.6% | +125.9% | +56.8% |
| 5Y | +47.1% | +81.7% | -34.6% | -26.2% |
| 10Y | +0.4% | +319.7% | -319.3% | -82.4% |
| All | +0.4% | +312.5% | -312.2% | -82.4% |
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