+1,419.0%
USB vs VSAT
+1,150.1%
+268.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -11.1% | +9.0% | -0.6% |
| 7D | -1.5% | -23.9% | +22.4% | +2.0% |
| 30D | +4.3% | -20.2% | +24.5% | +6.9% |
| 3M | -6.1% | -26.7% | +20.6% | -2.9% |
| 6M | +9.4% | -9.4% | +18.8% | +7.9% |
| YTD | +15.2% | +72.3% | -57.1% | +2.0% |
| 1Y | +32.8% | +56.6% | -23.8% | +18.6% |
| 3Y | +91.3% | +199.9% | -108.6% | +39.7% |
| 5Y | +22.7% | -11.4% | +34.0% | +2.3% |
| 10Y | +97.0% | -13.9% | +110.9% | +58.5% |
| All | +1,419.0% | +1,150.1% | +268.9% | +833.7% |
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