-9.7%
VSAT vs ALC
+32.2%
-41.9%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.3% | +0.3% | +16.0% | +16.2% |
| 7D | +0.4% | +2.1% | -1.7% | -1.4% |
| 30D | +3.3% | +17.2% | -13.9% | -6.6% |
| 3M | -7.5% | +4.6% | -12.1% | -11.2% |
| 6M | +6.2% | +20.1% | -13.9% | -7.0% |
| YTD | +115.8% | -4.2% | +120.0% | +113.6% |
| 1Y | +107.7% | +2.1% | +105.6% | +96.9% |
| 3Y | +292.0% | +4.5% | +287.6% | +251.4% |
| 5Y | +35.3% | -12.3% | +47.6% | +32.1% |
| All | -9.7% | +32.2% | -41.9% | -46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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