+1,334.7%
VSAT vs BB
+258.8%
+1,075.8%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | 0.0% | +5.0% | +5.0% |
| 7D | +11.8% | -5.6% | +17.4% | +13.3% |
| 30D | -7.0% | -11.8% | +4.8% | -4.4% |
| 3M | +3.3% | -25.5% | +28.8% | +9.8% |
| 6M | +57.4% | +121.3% | -63.8% | +27.7% |
| YTD | +118.6% | +103.2% | +15.4% | +80.8% |
| 1Y | +150.2% | +102.6% | +47.6% | +106.4% |
| 3Y | +160.7% | +37.5% | +123.2% | +127.8% |
| 5Y | +51.2% | -30.4% | +81.6% | +47.3% |
| 10Y | -0.7% | 0.0% | -0.7% | -26.3% |
| All | +1,334.7% | +258.8% | +1,075.8% | +374.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling