-9.4%
ABT vs VSAT
+45.0%
-54.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.9% | +6.7% | -0.1% |
| 7D | -4.7% | +3.5% | -8.2% | -4.8% |
| 30D | -3.1% | -14.7% | +11.6% | -2.8% |
| 3M | +16.1% | +13.2% | +3.0% | +15.3% |
| 6M | -5.3% | +57.4% | -62.7% | -7.3% |
| YTD | -14.4% | +110.0% | -124.4% | -17.3% |
| 1Y | -18.4% | +134.4% | -152.8% | -21.7% |
| 3Y | +11.2% | +203.5% | -192.3% | +3.1% |
| 5Y | -9.4% | +47.1% | -56.5% | -19.8% |
| All | -9.4% | +45.0% | -54.3% | -19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling