+67.6%
UBER vs VSAT
-23.8%
+91.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.9% | +5.8% | +1.7% |
| 7D | +1.6% | +5.9% | -4.3% | +0.4% |
| 30D | +0.6% | +9.7% | -9.1% | -2.1% |
| 3M | -8.2% | -18.3% | +10.2% | -6.2% |
| 6M | -6.7% | -4.1% | -2.7% | -10.3% |
| YTD | -14.7% | +96.5% | -111.2% | -30.9% |
| 1Y | -24.1% | +89.3% | -113.3% | -38.3% |
| 3Y | +33.4% | +270.1% | -236.7% | -22.0% |
| 5Y | +54.5% | +26.4% | +28.1% | +16.6% |
| All | +67.6% | -23.8% | +91.5% | +50.1% |
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