+1,563.6%
VSAT vs ALK
+662.0%
+901.6%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +0.8% |
| 7D | -0.5% | +12.9% | -13.4% | -4.9% |
| 30D | +4.0% | +5.5% | -1.6% | +1.3% |
| 3M | -11.8% | -12.1% | +0.4% | -8.4% |
| 6M | +6.9% | +1.7% | +5.2% | +4.6% |
| YTD | +117.2% | -17.4% | +134.7% | +126.8% |
| 1Y | +102.4% | -1.9% | +104.4% | +99.2% |
| 3Y | +295.5% | +21.2% | +274.2% | +248.1% |
| 5Y | +37.0% | -27.8% | +64.8% | +43.9% |
| 10Y | -6.0% | -41.0% | +35.0% | -3.3% |
| All | +1,563.6% | +662.0% | +901.6% | +548.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling