+221.2%
UPS vs VSAT
+561.7%
-340.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.2% | -5.0% | -2.1% |
| 7D | -2.1% | +17.3% | -19.4% | -3.9% |
| 30D | -2.3% | -3.3% | +1.0% | -2.1% |
| 3M | -5.2% | +18.7% | -24.0% | -8.1% |
| 6M | +1.4% | +77.6% | -76.1% | -6.8% |
| YTD | +6.1% | +125.6% | -119.5% | -5.8% |
| 1Y | +27.0% | +158.3% | -131.3% | +9.9% |
| 3Y | -25.9% | +226.1% | -252.1% | -42.7% |
| 5Y | -34.6% | +54.7% | -89.2% | -46.8% |
| 10Y | +36.2% | +3.5% | +32.6% | +11.5% |
| All | +221.2% | +561.7% | -340.5% | +96.4% |
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