+112.0%
IBM vs VSAT
+53.4%
+58.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.2% | -4.4% | -1.4% |
| 7D | +0.3% | +17.3% | -17.0% | -0.5% |
| 30D | -1.5% | -3.3% | +1.8% | -1.4% |
| 3M | -16.8% | +18.7% | -35.5% | -18.0% |
| 6M | -9.0% | +77.6% | -86.6% | -12.9% |
| YTD | -20.1% | +125.6% | -145.7% | -24.7% |
| 1Y | -7.0% | +158.3% | -165.3% | -13.4% |
| 3Y | +72.4% | +226.1% | -153.8% | +53.0% |
| 5Y | +112.0% | +54.7% | +57.3% | +85.0% |
| All | +112.0% | +53.4% | +58.5% | +85.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling