+1,737.4%
ULTA vs VSAT
+136.2%
+1,601.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.9% | +5.6% | +0.1% |
| 7D | -1.8% | +3.5% | -5.3% | -2.6% |
| 30D | -1.2% | -14.7% | +13.5% | +1.9% |
| 3M | +13.4% | +13.2% | +0.2% | +6.9% |
| 6M | -15.6% | +57.4% | -73.0% | -27.6% |
| YTD | -10.4% | +110.0% | -120.4% | -29.5% |
| 1Y | +5.5% | +134.4% | -129.0% | -20.8% |
| 3Y | +31.0% | +203.5% | -172.5% | -24.4% |
| 5Y | +41.8% | +47.1% | -5.3% | -9.6% |
| 10Y | +127.0% | +0.4% | +126.6% | +47.4% |
| All | +1,737.4% | +136.2% | +1,601.2% | +439.7% |
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