+1,569.3%
VSAT vs SPY
+1,569.7%
-0.4%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | -1.2% |
| 7D | +12.5% | -0.9% | +13.4% | +14.5% |
| 30D | +11.0% | -2.4% | +13.4% | +15.1% |
| 3M | -11.1% | -1.2% | -10.0% | -9.0% |
| 6M | +2.8% | +3.3% | -0.5% | +1.2% |
| YTD | +118.0% | +12.3% | +105.7% | +97.3% |
| 1Y | +97.1% | +12.4% | +84.7% | +79.3% |
| 3Y | +296.8% | +78.8% | +218.0% | +119.0% |
| 5Y | +38.7% | +75.2% | -36.5% | -20.7% |
| 10Y | -7.4% | +311.1% | -318.5% | -79.3% |
| All | +1,569.3% | +1,569.7% | -0.4% | +26.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling