-65.6%
BAX vs VSAT
+48.6%
-114.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.0% | -4.0% | +0.7% |
| 7D | -1.1% | +11.8% | -12.9% | -1.9% |
| 30D | -5.5% | -7.0% | +1.6% | -5.1% |
| 3M | +33.5% | +3.3% | +30.3% | +32.2% |
| 6M | +35.9% | +57.4% | -21.6% | +30.1% |
| YTD | +35.4% | +118.6% | -83.2% | +26.1% |
| 1Y | +9.8% | +150.2% | -140.5% | +0.7% |
| 3Y | -32.7% | +160.7% | -193.4% | -41.6% |
| All | -65.6% | +48.6% | -114.2% | -70.8% |
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