+1,842.6%
UMC vs VSAT
+3.3%
+1,839.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.3% |
| 7D | +9.0% | -1.3% | +10.3% | +9.1% |
| 30D | +17.2% | -14.8% | +32.1% | +19.5% |
| 3M | +11.4% | +2.2% | +9.2% | +10.4% |
| 6M | +137.5% | +60.2% | +77.3% | +122.8% |
| YTD | +193.1% | +115.6% | +77.5% | +163.4% |
| 1Y | +240.3% | +132.9% | +107.4% | +201.0% |
| 3Y | +262.2% | +216.1% | +46.1% | +185.0% |
| 5Y | +143.1% | +52.9% | +90.2% | +101.7% |
| All | +1,842.6% | +3.3% | +1,839.3% | +1,537.7% |
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 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