+742.6%
GE vs VSAT
+1,481.4%
-738.7%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.4% |
| 7D | +4.0% | +12.5% | -8.4% | +1.9% |
| 30D | +11.1% | +11.0% | 0.0% | +8.5% |
| 3M | -6.7% | -11.1% | +4.4% | -6.0% |
| 6M | +14.3% | +2.8% | +11.5% | +10.6% |
| YTD | +11.7% | +118.0% | -106.2% | -5.9% |
| 1Y | +10.9% | +97.1% | -86.2% | -5.5% |
| 3Y | +279.0% | +296.8% | -17.8% | +153.0% |
| 5Y | +427.0% | +38.7% | +388.3% | +299.2% |
| 10Y | +158.6% | -7.4% | +166.0% | +99.9% |
| All | +742.6% | +1,481.4% | -738.7% | +289.4% |
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