-35.0%
AUR vs VSAT
+46.0%
-81.0%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.9% | +6.8% | +1.8% |
| 7D | +11.1% | +3.5% | +7.6% | +10.0% |
| 30D | -6.9% | -14.7% | +7.8% | -2.7% |
| 3M | +5.5% | +13.2% | -7.6% | -0.1% |
| 6M | +41.0% | +57.4% | -16.4% | +19.9% |
| YTD | +69.3% | +110.0% | -40.7% | +31.4% |
| 1Y | +14.0% | +134.4% | -120.4% | -14.8% |
| 3Y | +90.1% | +203.5% | -113.5% | +12.7% |
| 5Y | -34.4% | +47.1% | -81.5% | -59.3% |
| All | -35.0% | +46.0% | -81.0% | -59.6% |
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 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