+1,707.2%
BDX vs VSAT
+1,485.7%
+221.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.0% | -6.6% | -1.9% |
| 7D | -2.5% | +11.8% | -14.3% | -3.3% |
| 30D | +8.3% | -7.0% | +15.3% | +8.7% |
| 3M | +24.4% | +3.3% | +21.1% | +23.1% |
| 6M | +9.2% | +57.4% | -48.3% | +4.4% |
| YTD | +22.7% | +118.6% | -95.9% | +14.3% |
| 1Y | +25.9% | +150.2% | -124.4% | +15.5% |
| 3Y | -10.5% | +160.7% | -171.2% | -22.3% |
| 5Y | +1.9% | +51.2% | -49.3% | -10.3% |
| 10Y | +58.7% | -0.7% | +59.4% | +39.8% |
| All | +1,707.2% | +1,485.7% | +221.5% | +1,114.4% |
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