+163.6%
W vs VSAT
+36.7%
+126.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.0% | -2.5% | +0.8% |
| 7D | -4.2% | +11.8% | -16.0% | -7.9% |
| 30D | -7.6% | -7.0% | -0.5% | -5.6% |
| 3M | +37.2% | +3.3% | +33.9% | +31.3% |
| 6M | +26.3% | +57.4% | -31.1% | +1.3% |
| YTD | -1.0% | +118.6% | -119.5% | -30.7% |
| 1Y | +20.1% | +150.2% | -130.1% | -22.6% |
| 3Y | +37.8% | +160.7% | -122.9% | -29.6% |
| 5Y | -63.7% | +51.2% | -114.8% | -78.9% |
| 10Y | +156.3% | -0.7% | +157.0% | +49.6% |
| All | +163.6% | +36.7% | +126.9% | +27.5% |
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