+148.5%
VSAT vs BOXX
+18.4%
+130.1%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | +3.4% | 0.0% | +3.4% | +3.6% |
| 30D | -12.2% | +0.3% | -12.5% | -11.3% |
| 3M | +20.6% | +1.0% | +19.6% | +24.2% |
| 6M | +60.2% | +1.9% | +58.2% | +62.2% |
| YTD | +115.3% | +2.6% | +112.6% | +116.9% |
| 1Y | +154.6% | +4.0% | +150.6% | +161.2% |
| 3Y | +211.2% | +14.6% | +196.5% | +128.1% |
| All | +148.5% | +18.4% | +130.1% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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