+3,423.4%
VRTX vs VSAT
+1,485.7%
+1,937.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.0% | -7.1% | -3.0% |
| 7D | +0.8% | +11.8% | -11.0% | -1.3% |
| 30D | +12.6% | -7.0% | +19.7% | +13.9% |
| 3M | +23.6% | +3.3% | +20.4% | +20.4% |
| 6M | +14.3% | +57.4% | -43.2% | +1.2% |
| YTD | +20.5% | +118.6% | -98.1% | -0.9% |
| 1Y | +37.6% | +150.2% | -112.6% | +8.5% |
| 3Y | +55.5% | +160.7% | -105.2% | +3.5% |
| 5Y | +175.7% | +51.2% | +124.6% | +89.4% |
| 10Y | +474.2% | -0.7% | +474.9% | +297.5% |
| All | +3,423.4% | +1,485.7% | +1,937.7% | +1,163.6% |
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