-5.2%
VSAT vs ARWR
+921.6%
-926.8%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.3% | -15.3% | +31.6% | +19.2% |
| 7D | +0.4% | -17.3% | +17.7% | +3.4% |
| 30D | +3.3% | -21.5% | +24.8% | +7.6% |
| 3M | -7.5% | -43.8% | +36.3% | +2.6% |
| 6M | +6.2% | -32.3% | +38.5% | +13.6% |
| YTD | +115.8% | -25.8% | +141.6% | +126.2% |
| 1Y | +107.7% | +25.5% | +82.2% | +96.9% |
| 3Y | +292.0% | +84.1% | +207.9% | +227.9% |
| 5Y | +35.3% | -39.2% | +74.5% | +26.7% |
| 10Y | -5.2% | +1,072.4% | -1,077.6% | -34.9% |
| All | -5.2% | +921.6% | -926.8% | -34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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