+245.8%
QCOM vs VSAT
-5.6%
+251.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.4% | +1.7% |
| 7D | +2.0% | +12.5% | -10.5% | -0.1% |
| 30D | +1.2% | +11.0% | -9.8% | -1.0% |
| 3M | +9.1% | -11.1% | +20.3% | +10.1% |
| 6M | -25.0% | +2.8% | -27.8% | -27.2% |
| YTD | +4.8% | +118.0% | -113.2% | -10.9% |
| 1Y | +3.6% | +97.1% | -93.5% | -10.9% |
| 3Y | +51.5% | +296.8% | -245.4% | +3.3% |
| 5Y | +19.7% | +38.7% | -19.0% | -5.2% |
| 10Y | +245.8% | -7.4% | +253.2% | +172.2% |
| All | +245.8% | -5.6% | +251.4% | +172.2% |
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