+439.6%
BAC vs VSAT
+1,485.7%
-1,046.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.0% | -5.1% | -0.9% |
| 7D | +1.1% | +11.8% | -10.7% | -0.9% |
| 30D | -0.4% | -7.0% | +6.7% | +0.6% |
| 3M | +16.9% | +3.3% | +13.6% | +13.8% |
| 6M | +26.6% | +57.4% | -30.8% | +12.7% |
| YTD | +15.8% | +118.6% | -102.8% | -4.0% |
| 1Y | +27.2% | +150.2% | -123.1% | +1.4% |
| 3Y | +132.4% | +160.7% | -28.3% | +59.9% |
| 5Y | +72.6% | +51.2% | +21.4% | +23.3% |
| 10Y | +389.7% | -0.7% | +390.4% | +264.1% |
| All | +439.6% | +1,485.7% | -1,046.1% | +161.4% |
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 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