+324.9%
BAX vs VSAT
+1,481.5%
-1,156.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.7% | -0.3% |
| 7D | -0.6% | +12.5% | -13.1% | -1.5% |
| 30D | +6.3% | +11.0% | -4.7% | +5.2% |
| 3M | -4.6% | -11.1% | +6.6% | -4.3% |
| 6M | +50.4% | +2.8% | +47.6% | +48.2% |
| YTD | +38.0% | +118.0% | -80.0% | +28.2% |
| 1Y | +44.6% | +97.1% | -52.5% | +34.9% |
| 3Y | -15.1% | +296.8% | -312.0% | -28.2% |
| 5Y | -63.3% | +38.7% | -102.0% | -67.5% |
| 10Y | -34.4% | -7.4% | -27.0% | -42.0% |
| All | +324.9% | +1,481.5% | -1,156.6% | +208.3% |
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