+113.4%
VSAT vs ABCL
-79.5%
+192.9%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.3% | +5.2% | +11.1% | +14.9% |
| 7D | +0.4% | +12.4% | -12.1% | -2.5% |
| 30D | +3.3% | -0.4% | +3.6% | +3.7% |
| 3M | -7.5% | +80.4% | -87.9% | -22.4% |
| 6M | +6.2% | +138.5% | -132.3% | -18.6% |
| YTD | +115.8% | +265.5% | -149.7% | +45.9% |
| 1Y | +107.7% | +219.7% | -112.0% | +45.4% |
| 3Y | +292.0% | +209.4% | +82.6% | +157.0% |
| 5Y | +35.3% | -15.0% | +50.3% | +3.3% |
| All | +113.4% | -79.5% | +192.9% | +80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling