+136.5%
IBM vs VSAT
+4.2%
+132.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.2% | -4.4% | -1.5% |
| 7D | +0.3% | +17.3% | -17.0% | -1.3% |
| 30D | -1.5% | -3.3% | +1.8% | -1.3% |
| 3M | -16.8% | +18.7% | -35.5% | -19.1% |
| 6M | -9.0% | +77.6% | -86.6% | -16.2% |
| YTD | -20.1% | +125.6% | -145.7% | -28.6% |
| 1Y | -7.0% | +158.3% | -165.3% | -18.9% |
| 3Y | +72.4% | +226.1% | -153.8% | +35.6% |
| 5Y | +112.0% | +54.7% | +57.3% | +77.9% |
| All | +136.5% | +4.2% | +132.3% | +91.5% |
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