+147.3%
IBM vs VSAT
-16.2%
+163.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.9% | +5.9% | +1.5% |
| 7D | +1.6% | +5.9% | -4.3% | +0.9% |
| 30D | +9.2% | +9.7% | -0.5% | +7.8% |
| 3M | +4.9% | -18.3% | +23.2% | +6.2% |
| 6M | +16.8% | -4.1% | +20.8% | +14.5% |
| YTD | -14.3% | +96.5% | -110.8% | -22.9% |
| 1Y | -16.7% | +89.3% | -106.0% | -25.1% |
| 3Y | +82.2% | +270.1% | -187.8% | +39.2% |
| 5Y | +149.9% | +26.4% | +123.6% | +117.0% |
| All | +147.3% | -16.2% | +163.5% | +100.9% |
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