+251.3%
UAL vs VSAT
+196.0%
+55.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.0% | -2.5% | +0.8% |
| 7D | +0.7% | +11.8% | -11.1% | -3.1% |
| 30D | -16.1% | -7.0% | -9.1% | -14.4% |
| 3M | +6.1% | +3.3% | +2.9% | +0.8% |
| 6M | +10.8% | +57.4% | -46.6% | -11.4% |
| YTD | -0.4% | +118.6% | -119.0% | -30.9% |
| 1Y | +5.0% | +150.2% | -145.2% | -32.6% |
| 3Y | +124.0% | +160.7% | -36.7% | +5.4% |
| 5Y | +141.0% | +51.2% | +89.8% | +21.1% |
| 10Y | +118.0% | -0.7% | +118.7% | +26.3% |
| All | +251.3% | +196.0% | +55.4% | -17.1% |
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 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