+655.3%
BIDU vs VSAT
+254.5%
+400.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +3.2% | -10.2% | -7.7% |
| 7D | -2.4% | +17.3% | -19.7% | -6.2% |
| 30D | -15.6% | -3.3% | -12.4% | -15.1% |
| 3M | -22.3% | +18.7% | -41.0% | -27.1% |
| 6M | -22.3% | +77.6% | -99.8% | -34.7% |
| YTD | -29.2% | +125.6% | -154.8% | -44.6% |
| 1Y | -14.8% | +158.3% | -173.1% | -36.6% |
| 3Y | -31.8% | +226.1% | -257.9% | -60.6% |
| 5Y | -43.1% | +54.7% | -97.8% | -62.6% |
| 10Y | -50.6% | +3.5% | -54.2% | -66.7% |
| All | +655.3% | +254.5% | +400.7% | +155.5% |
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