+36.4%
UPS vs VSAT
+3.3%
+33.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | -2.0% | -1.3% | -0.6% | -1.9% |
| 30D | -2.0% | -14.8% | +12.9% | -0.5% |
| 3M | -6.2% | +2.2% | -8.4% | -7.4% |
| 6M | +2.8% | +60.2% | -57.4% | -4.0% |
| YTD | +5.9% | +115.6% | -109.7% | -5.0% |
| 1Y | +26.2% | +132.9% | -106.6% | +11.4% |
| 3Y | -26.0% | +216.1% | -242.1% | -41.9% |
| 5Y | -34.3% | +52.9% | -87.2% | -45.4% |
| All | +36.4% | +3.3% | +33.1% | +17.4% |
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