+242.1%
VTRS vs VSAT
+1,461.7%
-1,219.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.2% | -1.0% |
| 7D | -3.3% | +3.4% | -6.7% | -3.7% |
| 30D | +1.4% | -12.2% | +13.6% | +2.7% |
| 3M | +4.6% | +20.6% | -16.0% | +1.1% |
| 6M | +18.1% | +60.2% | -42.1% | +9.3% |
| YTD | +34.7% | +115.3% | -80.6% | +19.5% |
| 1Y | +65.6% | +154.6% | -88.9% | +42.8% |
| 3Y | +83.8% | +211.2% | -127.4% | +41.5% |
| 5Y | +46.5% | +52.7% | -6.2% | +18.0% |
| 10Y | -48.6% | +2.9% | -51.5% | -58.0% |
| All | +242.1% | +1,461.7% | -1,219.6% | +91.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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