+1,316.6%
VSAT vs BB
+329.7%
+986.9%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.3% | +5.5% | +10.8% | +15.0% |
| 7D | +0.4% | +15.0% | -14.6% | -2.9% |
| 30D | +3.3% | +3.5% | -0.2% | +2.3% |
| 3M | -7.5% | +2.7% | -10.1% | -8.5% |
| 6M | +6.2% | +44.7% | -38.5% | -4.5% |
| YTD | +115.8% | +143.3% | -27.5% | +70.6% |
| 1Y | +107.7% | +102.2% | +5.5% | +71.2% |
| 3Y | +292.0% | +156.1% | +135.9% | +199.1% |
| 5Y | +35.3% | -17.6% | +52.9% | +27.1% |
| 10Y | -5.2% | +29.0% | -34.2% | -33.9% |
| All | +1,316.6% | +329.7% | +986.9% | +347.2% |
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