+335.2%
BAC vs VSAT
+1,465.7%
-1,130.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +16.3% | -14.0% | -0.5% |
| 7D | +2.0% | +0.4% | +1.6% | +1.4% |
| 30D | -6.9% | +3.3% | -10.2% | -8.3% |
| 3M | -19.6% | -7.5% | -12.1% | -19.6% |
| 6M | -0.5% | +6.2% | -6.7% | -5.1% |
| YTD | -6.6% | +115.8% | -122.4% | -23.2% |
| 1Y | -3.0% | +107.7% | -110.6% | -20.1% |
| 3Y | +97.3% | +292.0% | -194.7% | +24.7% |
| 5Y | +21.9% | +35.3% | -13.4% | -11.3% |
| 10Y | +251.7% | -5.2% | +256.9% | +160.9% |
| All | +335.2% | +1,465.7% | -1,130.5% | +108.9% |
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