-3.8%
BROS vs VSAT
+55.7%
-59.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.1% |
| 7D | -19.0% | -0.5% | -18.5% | -19.0% |
| 30D | -7.3% | +4.0% | -11.2% | -7.9% |
| 3M | -31.2% | -11.8% | -19.4% | -30.6% |
| 6M | -33.0% | +6.9% | -40.0% | -34.9% |
| YTD | -42.4% | +117.2% | -159.6% | -49.0% |
| 1Y | -37.7% | +102.4% | -140.2% | -44.6% |
| 3Y | +28.2% | +295.5% | -267.3% | -5.4% |
| 5Y | -43.4% | +37.0% | -80.4% | -47.0% |
| All | -3.8% | +55.7% | -59.5% | -50.6% |
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