+252.9%
UPS vs VSAT
+506.3%
-253.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.2% | +3.3% | -1.3% |
| 7D | -0.6% | +20.0% | -20.6% | -2.7% |
| 30D | +16.4% | +6.5% | +10.0% | +15.0% |
| 3M | +7.9% | -18.3% | +26.3% | +9.3% |
| 6M | +15.8% | +0.4% | +15.5% | +13.2% |
| YTD | +16.6% | +106.7% | -90.2% | +3.6% |
| 1Y | +22.3% | +89.9% | -67.6% | +9.3% |
| 3Y | -6.2% | +276.3% | -282.5% | -29.1% |
| 5Y | -34.4% | +32.9% | -67.3% | -45.9% |
| 10Y | +41.7% | -12.2% | +53.9% | +17.4% |
| All | +252.9% | +506.3% | -253.4% | +116.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling