+316.7%
BAX vs VSAT
+1,485.7%
-1,169.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +30.2% |
| YTD | +35.4% | +118.6% | -83.2% | +26.3% |
| 1Y | +9.8% | +150.2% | -140.5% | +0.9% |
| 3Y | -32.7% | +160.7% | -193.4% | -41.3% |
| 5Y | -65.6% | +51.2% | -116.7% | -69.6% |
| 10Y | -34.9% | -0.7% | -34.3% | -42.5% |
| All | +316.7% | +1,485.7% | -1,169.0% | +203.6% |
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