-7.4%
VSAT vs ALK
-41.4%
+34.0%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.6% | +0.9% |
| 7D | +12.5% | +2.6% | +9.9% | +11.6% |
| 30D | +11.0% | +7.8% | +3.2% | +5.9% |
| 3M | -11.1% | -15.2% | +4.1% | -4.8% |
| 6M | +2.8% | +5.0% | -2.2% | -2.2% |
| YTD | +118.0% | -18.4% | +136.4% | +130.9% |
| 1Y | +97.1% | -2.4% | +99.5% | +91.1% |
| 3Y | +296.8% | +19.8% | +277.1% | +222.3% |
| 5Y | +38.7% | -27.8% | +66.5% | +43.5% |
| 10Y | -7.4% | -42.0% | +34.5% | -23.2% |
| All | -7.4% | -41.4% | +34.0% | -23.2% |
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