-31.7%
NKE vs VSAT
+85.9%
-117.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -11.2% | +16.5% | +5.3% |
| 7D | +9.0% | -14.7% | +23.6% | +9.1% |
| 30D | +19.2% | -4.3% | +23.5% | +19.1% |
| 3M | -1.5% | -22.5% | +21.0% | -1.1% |
| 6M | -4.2% | +4.7% | -8.8% | -5.5% |
| YTD | -34.8% | +93.8% | -128.6% | -35.4% |
| 1Y | -31.7% | +79.8% | -111.5% | -31.6% |
| All | -31.7% | +85.9% | -117.6% | -31.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling