-3.8%
BAH vs VSAT
+53.4%
-57.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.2% | -4.2% | -1.2% |
| 7D | -4.3% | +17.3% | -21.6% | -5.4% |
| 30D | -4.5% | -3.3% | -1.2% | -4.3% |
| 3M | -7.6% | +18.7% | -26.3% | -9.4% |
| 6M | -10.6% | +77.6% | -88.2% | -15.3% |
| YTD | -12.6% | +125.6% | -138.2% | -19.0% |
| 1Y | -27.0% | +158.3% | -185.3% | -33.3% |
| 3Y | -31.5% | +226.1% | -257.6% | -41.6% |
| 5Y | -3.8% | +54.7% | -58.5% | -23.0% |
| All | -3.8% | +53.4% | -57.3% | -23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling