-33.5%
UPS vs VSAT
+45.0%
-78.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.9% | +5.7% | -0.7% |
| 7D | -3.7% | +3.5% | -7.2% | -4.0% |
| 30D | -3.7% | -14.7% | +11.0% | -2.6% |
| 3M | -6.6% | +13.2% | -19.7% | -8.3% |
| 6M | +2.6% | +57.4% | -54.8% | -2.5% |
| YTD | +4.8% | +110.0% | -105.2% | -3.3% |
| 1Y | +25.3% | +134.4% | -109.1% | +13.8% |
| 3Y | -26.9% | +203.5% | -230.4% | -38.7% |
| 5Y | -33.5% | +47.1% | -80.6% | -42.8% |
| All | -33.5% | +45.0% | -78.5% | -42.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling