+5.3%
VSAT vs ALM
+7,705.7%
-7,700.4%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.5% | +6.5% | +5.0% |
| 7D | +11.8% | -2.6% | +14.4% | +11.8% |
| 30D | -7.0% | +32.0% | -39.1% | -7.2% |
| 3M | +3.3% | -15.0% | +18.3% | +3.3% |
| 6M | +57.4% | -10.1% | +67.6% | +57.4% |
| YTD | +118.6% | +99.4% | +19.1% | +117.6% |
| 1Y | +150.2% | +316.4% | -166.1% | +148.2% |
| 3Y | +160.7% | +2,022.0% | -1,861.3% | +157.0% |
| 5Y | +51.2% | +941.2% | -890.0% | +49.1% |
| 10Y | -0.7% | +2,950.3% | -2,951.0% | -2.1% |
| All | +5.3% | +7,705.7% | -7,700.4% | +3.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling