-25.0%
TEVA vs VSAT
+3.3%
-28.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.9% | +2.0% |
| 7D | +2.0% | -1.3% | +3.3% | +2.2% |
| 30D | +1.0% | -14.8% | +15.8% | +3.3% |
| 3M | +7.3% | +2.2% | +5.1% | +5.5% |
| 6M | +21.7% | +60.2% | -38.5% | +9.9% |
| YTD | +18.8% | +115.6% | -96.8% | +1.2% |
| 1Y | +86.5% | +132.9% | -46.4% | +55.2% |
| 3Y | +269.4% | +216.1% | +53.3% | +157.9% |
| 5Y | +303.6% | +52.9% | +250.7% | +209.9% |
| All | -25.0% | +3.3% | -28.3% | -39.0% |
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