+270.3%
ALLE vs VSAT
+25.0%
+245.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.0% | -4.0% | +0.3% |
| 7D | -0.2% | +11.8% | -12.0% | -1.8% |
| 30D | -6.8% | -7.0% | +0.2% | -6.0% |
| 3M | +21.0% | +3.3% | +17.8% | +18.6% |
| 6M | +1.1% | +57.4% | -56.3% | -8.0% |
| YTD | -0.5% | +118.6% | -119.1% | -14.7% |
| 1Y | -7.3% | +150.2% | -157.5% | -23.2% |
| 3Y | +42.3% | +160.7% | -118.5% | +5.8% |
| 5Y | +13.5% | +51.2% | -37.7% | -12.2% |
| 10Y | +144.0% | -0.7% | +144.7% | +89.8% |
| All | +270.3% | +25.0% | +245.3% | +162.3% |
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