+0.3%
VSAT vs ALK
-36.6%
+36.9%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.5% | +3.5% | +4.3% |
| 7D | +11.8% | -0.7% | +12.5% | +12.2% |
| 30D | -7.0% | -19.2% | +12.2% | +2.8% |
| 3M | +3.3% | -1.5% | +4.8% | +2.4% |
| 6M | +57.4% | -13.1% | +70.5% | +64.5% |
| YTD | +118.6% | -16.4% | +135.0% | +131.2% |
| 1Y | +150.2% | -33.1% | +183.3% | +193.9% |
| 3Y | +160.7% | +0.6% | +160.1% | +135.0% |
| 5Y | +51.2% | -26.4% | +77.6% | +56.2% |
| All | +0.3% | -36.6% | +36.9% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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