+16.2%
UPS vs VSAT
+5.5%
+10.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +0.9% | +1.3% |
| 7D | -1.6% | +12.5% | -14.1% | -2.0% |
| 30D | +17.9% | +11.0% | +6.9% | +17.2% |
| 3M | +9.4% | -11.1% | +20.5% | +9.8% |
| 6M | +16.2% | +2.8% | +13.4% | +14.5% |
| All | +16.2% | +5.5% | +10.6% | +14.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling