+259.3%
UPS vs VSAT
+476.3%
-217.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.9% | +6.8% | +2.4% |
| 7D | +3.8% | +5.9% | -2.1% | +3.0% |
| 30D | +17.4% | +9.7% | +7.6% | +15.5% |
| 3M | +8.2% | -18.3% | +26.5% | +9.6% |
| 6M | +17.9% | -4.1% | +22.0% | +15.8% |
| YTD | +18.7% | +96.5% | -77.8% | +6.1% |
| 1Y | +24.8% | +89.3% | -64.5% | +11.6% |
| 3Y | -4.5% | +270.1% | -274.6% | -27.8% |
| 5Y | -33.2% | +26.4% | -59.6% | -44.6% |
| 10Y | +44.2% | -16.5% | +60.8% | +20.2% |
| All | +259.3% | +476.3% | -217.0% | +121.3% |
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