+25.3%
VSAT vs ALK
-31.3%
+56.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.5% | -3.5% | -4.2% |
| 7D | +5.9% | -1.2% | +7.1% | +6.9% |
| 30D | +9.7% | +7.7% | +2.0% | +4.6% |
| 3M | -18.3% | -19.0% | +0.7% | -10.1% |
| 6M | -4.1% | -0.2% | -3.8% | -6.5% |
| YTD | +96.5% | -23.5% | +120.0% | +115.1% |
| 1Y | +89.3% | -9.1% | +98.4% | +89.6% |
| 3Y | +270.1% | +12.0% | +258.0% | +197.3% |
| All | +25.3% | -31.3% | +56.6% | +27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling