+17.6%
BABA vs VSAT
+0.3%
+17.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.0% | -3.7% | +0.6% |
| 7D | -4.8% | +11.8% | -16.6% | -6.1% |
| 30D | -11.9% | -7.0% | -4.8% | -11.3% |
| 3M | -9.3% | +3.3% | -12.5% | -11.0% |
| 6M | -14.2% | +57.4% | -71.7% | -21.4% |
| YTD | -22.0% | +118.6% | -140.6% | -32.2% |
| 1Y | -12.7% | +150.2% | -162.9% | -26.1% |
| 3Y | +26.7% | +160.7% | -134.1% | -1.9% |
| 5Y | -29.3% | +51.2% | -80.5% | -43.1% |
| All | +17.6% | +0.3% | +17.3% | +0.4% |
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