+19.6%
BTDR vs VSAT
+47.4%
-27.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.6% | +3.7% |
| 7D | -3.4% | -1.3% | -2.1% | -3.2% |
| 30D | +32.6% | -14.8% | +47.4% | +37.1% |
| 3M | -32.2% | +2.2% | -34.4% | -33.4% |
| 6M | +52.4% | +60.2% | -7.8% | +36.2% |
| YTD | +6.7% | +115.6% | -109.0% | -9.8% |
| 1Y | -15.2% | +132.9% | -148.1% | -29.6% |
| 3Y | +14.9% | +216.1% | -201.2% | -19.7% |
| 5Y | +20.8% | +52.9% | -32.1% | -18.5% |
| All | +19.6% | +47.4% | -27.8% | -19.4% |
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 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