-5.0%
IBM vs VSAT
+143.0%
-148.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -6.9% | +10.3% | +3.6% |
| 7D | +3.6% | +3.5% | +0.1% | +3.3% |
| 30D | +1.5% | -14.7% | +16.2% | +2.1% |
| 3M | -12.9% | +13.2% | -26.1% | -14.1% |
| 6M | -3.9% | +57.4% | -61.3% | -9.6% |
| YTD | -17.3% | +110.0% | -127.3% | -23.6% |
| 1Y | -5.0% | +134.4% | -139.4% | -11.7% |
| All | -5.0% | +143.0% | -148.0% | -11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling