-44.8%
BIDU vs VSAT
+50.0%
-94.8%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.5% | -4.1% | -1.9% |
| 7D | -5.2% | +3.4% | -8.7% | -5.7% |
| 30D | -14.5% | -12.2% | -2.3% | -13.0% |
| 3M | -22.9% | +20.6% | -43.5% | -25.7% |
| 6M | -27.8% | +60.2% | -88.0% | -33.5% |
| YTD | -30.7% | +115.3% | -145.9% | -38.9% |
| 1Y | -15.8% | +154.6% | -170.4% | -27.8% |
| 3Y | -33.2% | +211.2% | -244.4% | -48.0% |
| 5Y | -44.8% | +52.7% | -97.5% | -53.4% |
| All | -44.8% | +50.0% | -94.8% | -53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling