-2.1%
BROS vs VSAT
+40.9%
-43.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -4.9% | +11.4% | +7.1% |
| 7D | +6.3% | +5.9% | +0.4% | +5.5% |
| 30D | -8.3% | +9.7% | -18.1% | -9.5% |
| 3M | -29.8% | -18.3% | -11.5% | -28.5% |
| 6M | -25.8% | -4.1% | -21.8% | -26.9% |
| YTD | -41.4% | +96.5% | -137.9% | -47.5% |
| 1Y | -35.2% | +89.3% | -124.4% | -41.9% |
| 3Y | +32.8% | +270.1% | -237.3% | -1.7% |
| 5Y | -42.2% | +26.4% | -68.5% | -45.7% |
| All | -2.1% | +40.9% | -43.0% | -49.2% |
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