+1,168.0%
IBM vs VSAT
+1,246.3%
-78.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.7% | -8.6% | -1.8% |
| 7D | -5.0% | -17.0% | +12.0% | -3.0% |
| 30D | +11.1% | -9.8% | +20.9% | +11.9% |
| 3M | +5.7% | -22.0% | +27.7% | +8.0% |
| 6M | +10.1% | -5.0% | +15.1% | +7.9% |
| YTD | -15.6% | +85.6% | -101.2% | -24.9% |
| 1Y | -19.5% | +80.2% | -99.7% | -28.5% |
| 3Y | +80.4% | +250.0% | -169.6% | +33.2% |
| 5Y | +140.0% | -4.6% | +144.5% | +101.3% |
| 10Y | +155.0% | -7.2% | +162.2% | +104.4% |
| All | +1,168.0% | +1,246.3% | -78.4% | +549.6% |
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