+252.5%
BURL vs VSAT
-4.9%
+257.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -1.9% | -1.4% |
| 7D | +5.9% | -0.5% | +6.4% | +5.3% |
| 30D | -8.3% | +4.0% | -12.3% | -9.9% |
| 3M | -31.6% | -11.8% | -19.9% | -31.1% |
| 6M | -16.6% | +6.9% | -23.5% | -20.9% |
| YTD | -12.1% | +117.2% | -129.3% | -29.2% |
| 1Y | -10.0% | +102.4% | -112.4% | -27.0% |
| 3Y | +94.3% | +295.5% | -201.2% | +17.4% |
| 5Y | -13.2% | +37.0% | -50.2% | -35.9% |
| 10Y | +252.5% | -6.0% | +258.5% | +131.7% |
| All | +252.5% | -4.9% | +257.4% | +131.7% |
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