+240.7%
BURL vs VSAT
-9.2%
+249.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +7.7% | -9.3% | -3.0% |
| 7D | +4.1% | -17.0% | +21.0% | +7.1% |
| 30D | -9.5% | -9.8% | +0.3% | -8.8% |
| 3M | -33.5% | -22.0% | -11.5% | -31.4% |
| 6M | -22.1% | -5.0% | -17.1% | -24.5% |
| YTD | -14.6% | +85.6% | -100.1% | -29.1% |
| 1Y | -8.4% | +80.2% | -88.6% | -24.1% |
| 3Y | +86.6% | +250.0% | -163.5% | +15.2% |
| 5Y | -17.2% | -4.6% | -12.6% | -32.6% |
| All | +240.7% | -9.2% | +249.9% | +130.3% |
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