+125.6%
ULTA vs VSAT
+3.3%
+122.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.1% |
| 7D | -3.1% | -1.3% | -1.7% | -2.9% |
| 30D | +2.8% | -14.8% | +17.6% | +5.2% |
| 3M | +14.8% | +2.2% | +12.6% | +12.2% |
| 6M | -16.2% | +60.2% | -76.4% | -25.4% |
| YTD | -9.6% | +115.6% | -125.3% | -24.7% |
| 1Y | +4.8% | +132.9% | -128.1% | -15.1% |
| 3Y | +30.7% | +216.1% | -185.4% | -13.3% |
| 5Y | +45.9% | +52.9% | -7.1% | +6.0% |
| All | +125.6% | +3.3% | +122.3% | +48.6% |
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