+45.9%
UPS vs VSAT
-16.2%
+62.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.9% | +6.8% | +2.3% |
| 7D | +3.8% | +5.9% | -2.1% | +3.1% |
| 30D | +17.4% | +9.7% | +7.6% | +15.7% |
| 3M | +8.2% | -18.3% | +26.5% | +9.5% |
| 6M | +17.9% | -4.1% | +22.0% | +15.9% |
| YTD | +18.7% | +96.5% | -77.8% | +6.8% |
| 1Y | +24.8% | +89.3% | -64.5% | +12.3% |
| 3Y | -4.5% | +270.1% | -274.6% | -27.3% |
| 5Y | -33.2% | +26.4% | -59.6% | -42.9% |
| All | +45.9% | -16.2% | +62.2% | +27.0% |
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