+3.5%
VSAT vs BUD
-23.5%
+27.1%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.8% | +4.0% | +3.6% |
| 7D | +17.3% | +0.8% | +16.5% | +16.9% |
| 30D | -3.3% | -4.8% | +1.5% | -1.2% |
| 3M | +18.7% | +1.4% | +17.4% | +16.9% |
| 6M | +77.6% | +9.9% | +67.7% | +68.0% |
| YTD | +125.6% | +26.3% | +99.3% | +99.5% |
| 1Y | +158.3% | +36.1% | +122.2% | +119.3% |
| 3Y | +226.1% | +48.6% | +177.5% | +160.6% |
| 5Y | +54.7% | +45.0% | +9.7% | +21.0% |
| 10Y | +3.5% | -23.1% | +26.6% | -11.8% |
| All | +3.5% | -23.5% | +27.1% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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