+326.0%
BAX vs VSAT
+1,465.7%
-1,139.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +16.3% | -13.9% | +1.3% |
| 7D | +9.0% | +0.4% | +8.7% | +8.8% |
| 30D | +8.5% | +3.3% | +5.2% | +7.8% |
| 3M | -4.1% | -7.5% | +3.4% | -4.1% |
| 6M | +46.9% | +6.2% | +40.7% | +44.4% |
| YTD | +38.4% | +115.8% | -77.4% | +28.6% |
| 1Y | +47.0% | +107.7% | -60.7% | +36.7% |
| 3Y | -14.9% | +292.0% | -307.0% | -28.0% |
| 5Y | -62.5% | +35.3% | -97.8% | -66.7% |
| 10Y | -33.9% | -5.2% | -28.7% | -41.6% |
| All | +326.0% | +1,465.7% | -1,139.6% | +209.3% |
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