+63.3%
UL vs VSAT
+3.1%
+60.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.5% | -3.9% | -1.5% |
| 7D | -4.1% | +3.4% | -7.5% | -4.2% |
| 30D | -1.2% | -12.2% | +11.0% | -0.7% |
| 3M | +6.0% | +20.6% | -14.6% | +4.4% |
| 6M | -5.5% | +60.2% | -65.7% | -8.6% |
| YTD | -3.3% | +115.3% | -118.6% | -8.3% |
| 1Y | -9.8% | +154.6% | -164.4% | -15.7% |
| 3Y | +20.1% | +211.2% | -191.0% | +6.6% |
| 5Y | +19.2% | +52.7% | -33.5% | +8.8% |
| All | +63.3% | +3.1% | +60.2% | +48.0% |
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