+639.9%
LYB vs VSAT
+108.5%
+531.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.8% | -0.8% |
| 7D | -0.7% | +3.4% | -4.1% | -1.5% |
| 30D | +1.5% | -12.2% | +13.8% | +3.9% |
| 3M | -0.3% | +20.6% | -20.9% | -7.1% |
| 6M | +0.1% | +60.2% | -60.1% | -14.6% |
| YTD | +53.4% | +115.3% | -61.8% | +20.5% |
| 1Y | +25.6% | +154.6% | -128.9% | -6.9% |
| 3Y | -21.3% | +211.2% | -232.4% | -54.6% |
| 5Y | -2.4% | +52.7% | -55.1% | -37.7% |
| 10Y | +48.8% | +2.9% | +45.9% | 0.0% |
| All | +639.9% | +108.5% | +531.4% | +208.6% |
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