+1,563.6%
VSAT vs SPY
+1,548.0%
+15.5%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +1.1% |
| 7D | -0.5% | -0.6% | +0.1% | +0.6% |
| 30D | +4.0% | -3.7% | +7.6% | +9.6% |
| 3M | -11.8% | -2.7% | -9.0% | -7.9% |
| 6M | +6.9% | +2.2% | +4.7% | +6.6% |
| YTD | +117.2% | +10.8% | +106.4% | +99.8% |
| 1Y | +102.4% | +11.2% | +91.2% | +86.6% |
| 3Y | +295.5% | +76.5% | +219.0% | +121.7% |
| 5Y | +37.0% | +72.9% | -35.9% | -20.4% |
| 10Y | -6.0% | +304.8% | -310.9% | -78.6% |
| All | +1,563.6% | +1,548.0% | +15.5% | +27.7% |
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