+3,454.0%
VRTX vs VSAT
+1,465.7%
+1,988.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +16.3% | -15.6% | -2.3% |
| 7D | -0.4% | +0.4% | -0.8% | -1.1% |
| 30D | +8.0% | +3.3% | +4.7% | +6.2% |
| 3M | +11.0% | -7.5% | +18.5% | +10.8% |
| 6M | +28.2% | +6.2% | +21.9% | +21.8% |
| YTD | +21.5% | +115.8% | -94.3% | -1.2% |
| 1Y | +34.5% | +107.7% | -73.1% | +9.4% |
| 3Y | +49.5% | +292.0% | -242.6% | -9.3% |
| 5Y | +188.3% | +35.3% | +153.0% | +101.8% |
| 10Y | +493.1% | -5.2% | +498.3% | +308.8% |
| All | +3,454.0% | +1,465.7% | +1,988.3% | +1,159.8% |
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