+189.9%
LQD vs VSAT
+1,483.5%
-1,293.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | 0.0% |
| 7D | +0.2% | +17.3% | -17.1% | 0.0% |
| 30D | -0.6% | -3.3% | +2.7% | -0.6% |
| 3M | -1.2% | +18.7% | -19.9% | -1.6% |
| 6M | -1.9% | +77.6% | -79.5% | -2.9% |
| YTD | -1.3% | +125.6% | -126.9% | -2.6% |
| 1Y | -1.0% | +158.3% | -159.3% | -2.6% |
| 3Y | +15.2% | +226.1% | -210.9% | +11.9% |
| 5Y | -4.4% | +54.7% | -59.1% | -6.9% |
| 10Y | +22.6% | +3.5% | +19.1% | +18.9% |
| All | +189.9% | +1,483.5% | -1,293.6% | +185.3% |
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