+159.5%
VIAV vs VSAT
+1,536.8%
-1,377.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +3.2% | +7.9% | +10.1% |
| 7D | +11.3% | +17.3% | -6.0% | +5.8% |
| 30D | -1.0% | -3.3% | +2.3% | 0.0% |
| 3M | -20.5% | +18.7% | -39.3% | -26.4% |
| 6M | +39.0% | +77.6% | -38.6% | +12.4% |
| YTD | +117.5% | +125.6% | -8.2% | +60.5% |
| 1Y | +233.8% | +158.3% | +75.5% | +130.8% |
| 3Y | +295.4% | +226.1% | +69.3% | +94.5% |
| 5Y | +134.3% | +54.7% | +79.6% | +31.0% |
| 10Y | +398.7% | +3.5% | +395.2% | +192.0% |
| All | +159.5% | +1,536.8% | -1,377.3% | -45.9% |
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