+94.3%
VSAT vs ABCL
-81.2%
+175.5%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.1% | -3.8% | -4.6% |
| 7D | +5.9% | -3.3% | +9.2% | +7.0% |
| 30D | +9.7% | -7.1% | +16.8% | +12.2% |
| 3M | -18.3% | +4.7% | -23.1% | -19.9% |
| 6M | -4.1% | +140.9% | -144.9% | -26.6% |
| YTD | +96.5% | +236.0% | -139.4% | +35.9% |
| 1Y | +89.3% | +217.4% | -128.1% | +33.1% |
| 3Y | +270.1% | +188.7% | +81.4% | +147.5% |
| 5Y | +26.4% | -23.5% | +49.9% | -1.2% |
| All | +94.3% | -81.2% | +175.5% | +68.3% |
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