-5.2%
VSAT vs ALLY
+201.0%
-206.2%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.3% | +0.9% | +15.4% | +15.7% |
| 7D | +0.4% | -0.2% | +0.6% | +0.2% |
| 30D | +3.3% | +3.4% | -0.2% | +0.6% |
| 3M | -7.5% | -11.1% | +3.6% | -1.2% |
| 6M | +6.2% | -11.5% | +17.7% | +13.6% |
| YTD | +115.8% | -12.3% | +128.1% | +130.7% |
| 1Y | +107.7% | +1.1% | +106.6% | +104.5% |
| 3Y | +292.0% | +64.8% | +227.2% | +193.6% |
| 5Y | +35.3% | -6.9% | +42.2% | +31.0% |
| 10Y | -5.2% | +194.9% | -200.1% | -59.0% |
| All | -5.2% | +201.0% | -206.2% | -59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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