-50.4%
BIDU vs VSAT
+3.3%
-53.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | -8.1% | -1.3% | -6.8% | -8.0% |
| 30D | -12.8% | -14.8% | +2.0% | -10.6% |
| 3M | -21.3% | +2.2% | -23.5% | -22.5% |
| 6M | -27.0% | +60.2% | -87.2% | -34.0% |
| YTD | -30.0% | +115.6% | -145.7% | -40.2% |
| 1Y | -18.3% | +132.9% | -151.1% | -31.6% |
| 3Y | -33.8% | +216.1% | -249.9% | -52.8% |
| 5Y | -44.3% | +52.9% | -97.2% | -56.5% |
| All | -50.4% | +3.3% | -53.7% | -60.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling