+275.6%
VSAT vs BG
+1,185.2%
-909.6%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.4% | -1.1% | +1.9% |
| 7D | +17.3% | +2.4% | +15.0% | +16.4% |
| 30D | -3.3% | +15.0% | -18.3% | -7.6% |
| 3M | +18.7% | -0.7% | +19.4% | +18.0% |
| 6M | +77.6% | +7.5% | +70.1% | +71.5% |
| YTD | +125.6% | +41.6% | +84.0% | +100.5% |
| 1Y | +158.3% | +50.7% | +107.6% | +123.6% |
| 3Y | +226.1% | +20.3% | +205.8% | +200.4% |
| 5Y | +54.7% | +85.2% | -30.6% | +23.3% |
| 10Y | +3.5% | +160.6% | -157.1% | -28.7% |
| All | +275.6% | +1,185.2% | -909.6% | +121.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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