-5.6%
VSAT vs ALC
+21.6%
-27.2%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.0% | +5.2% | +4.3% |
| 7D | +17.3% | -3.7% | +21.0% | +19.7% |
| 30D | -3.3% | -3.7% | +0.5% | -1.3% |
| 3M | +18.7% | +4.6% | +14.2% | +14.4% |
| 6M | +77.6% | -14.6% | +92.1% | +91.5% |
| YTD | +125.6% | -11.9% | +137.5% | +137.3% |
| 1Y | +158.3% | -13.1% | +171.5% | +173.9% |
| 3Y | +226.1% | -15.0% | +241.1% | +237.3% |
| 5Y | +54.7% | -16.2% | +70.9% | +55.5% |
| All | -5.6% | +21.6% | -27.2% | -40.0% |
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