+1,573.8%
VSAT vs ARWR
-46.9%
+1,620.6%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.2% | +5.2% | +5.0% |
| 7D | +11.8% | +1.7% | +10.1% | +11.8% |
| 30D | -7.0% | -0.7% | -6.4% | -7.0% |
| 3M | +3.3% | +14.9% | -11.6% | +3.2% |
| 6M | +57.4% | +32.6% | +24.8% | +57.1% |
| YTD | +118.6% | +30.0% | +88.5% | +118.1% |
| 1Y | +150.2% | +208.4% | -58.1% | +147.9% |
| 3Y | +160.7% | +208.8% | -48.1% | +157.8% |
| 5Y | +51.2% | +27.8% | +23.4% | +49.9% |
| 10Y | -0.7% | +1,107.6% | -1,108.2% | -2.1% |
| All | +1,573.8% | -46.9% | +1,620.6% | +1,705.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling