+3.5%
VSAT vs ALM
+3,219.4%
-3,215.9%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +8.8% | -5.6% | +2.3% |
| 7D | +17.3% | +8.4% | +8.9% | +16.2% |
| 30D | -3.3% | +34.8% | -38.1% | -6.6% |
| 3M | +18.7% | +16.2% | +2.5% | +16.3% |
| 6M | +77.6% | +2.1% | +75.4% | +74.9% |
| YTD | +125.6% | +117.0% | +8.6% | +107.3% |
| 1Y | +158.3% | +313.9% | -155.5% | +124.1% |
| 3Y | +226.1% | +2,327.9% | -2,101.8% | +144.0% |
| 5Y | +54.7% | +1,040.6% | -986.0% | +18.2% |
| 10Y | +3.5% | +3,219.4% | -3,215.9% | -24.8% |
| All | +3.5% | +3,219.4% | -3,215.9% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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