+1,174.3%
IBM vs VSAT
+1,476.0%
-301.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.6% | 0.0% |
| 7D | -1.5% | -0.5% | -1.0% | -1.8% |
| 30D | +8.4% | +4.0% | +4.4% | +7.3% |
| 3M | +4.2% | -11.8% | +15.9% | +4.7% |
| 6M | +7.9% | +6.9% | +1.0% | +4.1% |
| YTD | -15.2% | +117.2% | -132.4% | -26.1% |
| 1Y | -18.7% | +102.4% | -121.2% | -28.8% |
| 3Y | +79.2% | +295.5% | -216.3% | +30.3% |
| 5Y | +144.7% | +37.0% | +107.7% | +95.6% |
| 10Y | +141.6% | -6.0% | +147.6% | +93.7% |
| All | +1,174.3% | +1,476.0% | -301.7% | +539.6% |
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