-0.9%
Z vs VSAT
-0.8%
-0.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.0% | -7.1% | -3.1% |
| 7D | -3.0% | +11.8% | -14.8% | -5.2% |
| 30D | -4.2% | -7.0% | +2.9% | -3.2% |
| 3M | -3.7% | +3.3% | -7.0% | -7.0% |
| 6M | -24.5% | +57.4% | -82.0% | -34.9% |
| YTD | -49.3% | +118.6% | -167.9% | -60.1% |
| 1Y | -58.7% | +150.2% | -208.9% | -69.2% |
| 3Y | -34.1% | +160.7% | -194.9% | -58.0% |
| 5Y | -64.5% | +51.2% | -115.7% | -76.0% |
| All | -0.9% | -0.8% | -0.1% | -31.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling