+368.2%
SONY vs VSAT
+1,485.7%
-1,117.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.0% | -6.6% | -2.3% |
| 7D | -1.2% | +11.8% | -13.0% | -2.7% |
| 30D | +9.4% | -7.0% | +16.5% | +10.3% |
| 3M | +10.5% | +3.3% | +7.2% | +8.3% |
| 6M | +11.7% | +57.4% | -45.8% | +2.3% |
| YTD | -4.1% | +118.6% | -122.6% | -16.8% |
| 1Y | -11.8% | +150.2% | -162.0% | -25.6% |
| 3Y | +45.9% | +160.7% | -114.8% | +9.6% |
| 5Y | +16.3% | +51.2% | -34.9% | -9.8% |
| 10Y | +297.6% | -0.7% | +298.3% | +212.8% |
| All | +368.2% | +1,485.7% | -1,117.4% | +137.4% |
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