+187.0%
VSAT vs ALK
+2.1%
+185.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +2.1% |
| 3M | +3.3% | -1.5% | +4.8% | +2.1% |
| 6M | +57.4% | -13.1% | +70.5% | +63.3% |
| YTD | +118.6% | -16.4% | +135.0% | +129.3% |
| 1Y | +150.2% | -33.1% | +183.3% | +187.2% |
| All | +187.0% | +2.1% | +185.0% | +187.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling