+150.2%
VSAT vs BWA
+59.1%
+91.2%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.8% | +2.3% | +3.6% |
| 7D | +11.8% | +5.7% | +6.1% | +8.8% |
| 30D | -7.0% | +1.4% | -8.5% | -7.7% |
| 3M | +3.3% | -12.1% | +15.4% | +10.0% |
| 6M | +57.4% | +28.6% | +28.9% | +42.7% |
| YTD | +118.6% | +51.1% | +67.5% | +63.8% |
| 1Y | +150.2% | +55.9% | +94.4% | +84.3% |
| All | +150.2% | +59.1% | +91.2% | +84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling