+1.5%
VSAT vs BR
+189.7%
-188.2%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -1.3% | -3.0% | +1.6% | +0.1% |
| 30D | -14.8% | -0.3% | -14.5% | -15.1% |
| 3M | +2.2% | +17.3% | -15.1% | -7.1% |
| 6M | +60.2% | -6.7% | +66.9% | +62.8% |
| YTD | +115.6% | -23.4% | +139.1% | +143.3% |
| 1Y | +132.9% | -32.7% | +165.5% | +183.9% |
| 3Y | +216.1% | -5.9% | +222.0% | +214.7% |
| 5Y | +52.9% | +8.4% | +44.5% | +36.8% |
| All | +1.5% | +189.7% | -188.2% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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