+0.4%
VSAT vs ALM
+3,082.3%
-3,081.9%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -4.1% | -2.8% | -6.5% |
| 7D | +3.5% | +3.6% | -0.1% | +3.1% |
| 30D | -14.7% | +33.8% | -48.5% | -17.5% |
| 3M | +13.2% | +14.8% | -1.6% | +11.0% |
| 6M | +57.4% | -7.0% | +64.3% | +56.5% |
| YTD | +110.0% | +108.1% | +1.9% | +93.9% |
| 1Y | +134.4% | +313.8% | -179.4% | +103.7% |
| 3Y | +203.5% | +2,227.6% | -2,024.1% | +128.2% |
| 5Y | +47.1% | +956.6% | -909.5% | +13.1% |
| 10Y | +0.4% | +3,082.3% | -3,081.9% | -26.6% |
| All | +0.4% | +3,082.3% | -3,081.9% | -26.6% |
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