-7.4%
VSAT vs BB
+31.7%
-39.1%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.5% | -0.5% |
| 7D | +12.5% | +7.3% | +5.2% | +10.6% |
| 30D | +11.0% | +11.2% | -0.2% | +7.5% |
| 3M | -11.1% | +4.7% | -15.8% | -12.8% |
| 6M | +2.8% | +51.1% | -48.3% | -10.3% |
| YTD | +118.0% | +148.0% | -30.0% | +64.6% |
| 1Y | +97.1% | +106.1% | -9.0% | +56.3% |
| 3Y | +296.8% | +158.2% | +138.6% | +188.1% |
| 5Y | +38.7% | -10.8% | +49.5% | +20.1% |
| 10Y | -7.4% | +29.3% | -36.7% | -38.0% |
| All | -7.4% | +31.7% | -39.1% | -38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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