+48.2%
TSLA vs VSAT
+219.7%
-171.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.2% | +0.8% | +3.4% |
| 7D | +3.4% | +17.3% | -13.9% | +0.6% |
| 30D | +12.0% | -3.3% | +15.3% | +12.4% |
| 3M | -10.0% | +18.7% | -28.7% | -13.6% |
| 6M | -7.2% | +77.6% | -84.8% | -17.1% |
| YTD | -18.1% | +125.6% | -143.8% | -30.2% |
| 1Y | +6.3% | +158.3% | -152.0% | -12.1% |
| 3Y | +48.2% | +226.1% | -178.0% | +13.1% |
| All | +48.2% | +219.7% | -171.5% | +13.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling