+210.0%
SHEL vs VSAT
+3.3%
+206.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.7% | +0.8% |
| 7D | +4.1% | -1.3% | +5.5% | +4.3% |
| 30D | +8.4% | -14.8% | +23.2% | +10.5% |
| 3M | +13.7% | +2.2% | +11.5% | +11.9% |
| 6M | +12.7% | +60.2% | -47.5% | +2.1% |
| YTD | +35.3% | +115.6% | -80.3% | +16.1% |
| 1Y | +39.4% | +132.9% | -93.5% | +16.7% |
| 3Y | +71.5% | +216.1% | -144.6% | +20.8% |
| 5Y | +195.0% | +52.9% | +142.1% | +126.1% |
| All | +210.0% | +3.3% | +206.7% | +127.5% |
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