+80.2%
VSAT vs ALK
-6.6%
+86.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +0.6% | +7.1% | +7.4% |
| 7D | -17.0% | +9.0% | -26.0% | -20.7% |
| 30D | -9.8% | -1.6% | -8.1% | -9.4% |
| 3M | -22.0% | -23.2% | +1.2% | -12.1% |
| 6M | -5.0% | -3.9% | -1.1% | -6.7% |
| YTD | +85.6% | -22.6% | +108.2% | +96.9% |
| 1Y | +80.2% | -5.3% | +85.5% | +66.7% |
| All | +80.2% | -6.6% | +86.8% | +66.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling