-5.2%
VSAT vs ALK
-37.5%
+32.3%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.3% | +7.1% | +9.2% | +12.8% |
| 7D | +0.4% | +8.9% | -8.6% | -4.1% |
| 30D | +3.3% | +5.9% | -2.7% | -0.5% |
| 3M | -7.5% | -16.5% | +9.1% | -0.4% |
| 6M | +6.2% | +2.1% | +4.1% | +2.4% |
| YTD | +115.8% | -17.1% | +132.9% | +126.8% |
| 1Y | +107.7% | -2.9% | +110.5% | +101.8% |
| 3Y | +292.0% | +24.5% | +267.6% | +212.2% |
| 5Y | +35.3% | -29.1% | +64.4% | +41.2% |
| 10Y | -5.2% | -39.1% | +33.9% | -25.1% |
| All | -5.2% | -37.5% | +32.3% | -25.1% |
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