+38.8%
PYPL vs VSAT
-3.0%
+41.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.9% | +5.0% | -0.8% |
| 7D | -4.3% | +3.5% | -7.8% | -4.9% |
| 30D | -11.5% | -14.7% | +3.2% | -9.4% |
| 3M | +26.1% | +13.2% | +13.0% | +21.4% |
| 6M | +13.7% | +57.4% | -43.7% | +2.3% |
| YTD | -9.8% | +110.0% | -119.8% | -23.5% |
| 1Y | -22.1% | +134.4% | -156.5% | -35.7% |
| 3Y | -13.5% | +203.5% | -217.0% | -39.2% |
| 5Y | -81.6% | +47.1% | -128.7% | -85.9% |
| 10Y | +38.8% | +0.4% | +38.4% | +4.5% |
| All | +38.8% | -3.0% | +41.8% | +4.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling