+26.7%
BTDR vs VSAT
+54.2%
-27.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.2% | -0.9% | +1.7% |
| 7D | +22.4% | +17.3% | +5.1% | +18.4% |
| 30D | +16.5% | -3.3% | +19.7% | +17.0% |
| 3M | -31.5% | +18.7% | -50.2% | -34.7% |
| 6M | +74.0% | +77.6% | -3.5% | +52.5% |
| YTD | +13.0% | +125.6% | -112.6% | -5.3% |
| 1Y | -0.2% | +158.3% | -158.5% | -18.7% |
| 3Y | +9.9% | +226.1% | -216.2% | -23.9% |
| 5Y | +28.1% | +54.7% | -26.6% | -14.5% |
| All | +26.7% | +54.2% | -27.5% | -15.4% |
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 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