+47.1%
VSAT vs SPY
+81.0%
-33.9%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.5% | -6.5% | -6.2% |
| 7D | +3.5% | -0.4% | +3.9% | +4.1% |
| 30D | -14.7% | -1.4% | -13.3% | -12.6% |
| 3M | +13.2% | +3.7% | +9.5% | +8.0% |
| 6M | +57.4% | +13.0% | +44.4% | +33.1% |
| YTD | +110.0% | +12.4% | +97.6% | +81.0% |
| 1Y | +134.4% | +18.5% | +115.9% | +90.1% |
| 3Y | +203.5% | +77.6% | +125.9% | +48.2% |
| 5Y | +47.1% | +81.7% | -34.6% | -34.1% |
| All | +47.1% | +81.0% | -33.9% | -34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling