+1,496.0%
USB vs VSAT
+1,485.7%
+10.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.0% | -5.3% | -0.9% |
| 7D | +1.4% | +11.8% | -10.4% | -0.1% |
| 30D | -1.3% | -7.0% | +5.7% | -0.5% |
| 3M | +15.2% | +3.3% | +12.0% | +12.9% |
| 6M | +18.8% | +57.4% | -38.6% | +8.6% |
| YTD | +21.0% | +118.6% | -97.6% | +4.6% |
| 1Y | +34.0% | +150.2% | -116.2% | +12.4% |
| 3Y | +95.3% | +160.7% | -65.4% | +46.8% |
| 5Y | +40.4% | +51.2% | -10.8% | +8.9% |
| 10Y | +107.3% | -0.7% | +108.0% | +64.7% |
| All | +1,496.0% | +1,485.7% | +10.4% | +857.0% |
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