-18.2%
APTV vs VSAT
+3.1%
-21.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.5% | +0.1% | +2.1% |
| 7D | -1.8% | +3.4% | -5.2% | -2.6% |
| 30D | -7.9% | -12.2% | +4.3% | -5.6% |
| 3M | -29.9% | +20.6% | -50.5% | -34.5% |
| 6M | -36.6% | +60.2% | -96.8% | -45.3% |
| YTD | -40.0% | +115.3% | -155.2% | -52.3% |
| 1Y | -44.0% | +154.6% | -198.6% | -58.0% |
| 3Y | -54.5% | +211.2% | -265.7% | -72.6% |
| 5Y | -68.8% | +52.7% | -121.5% | -78.8% |
| All | -18.2% | +3.1% | -21.3% | -41.6% |
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 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