+0.4%
VSAT vs BWA
+142.7%
-142.3%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.5% | -5.4% | -6.1% |
| 7D | +3.5% | +0.1% | +3.4% | +3.5% |
| 30D | -14.7% | -5.6% | -9.1% | -11.9% |
| 3M | +13.2% | -10.7% | +23.9% | +20.4% |
| 6M | +57.4% | +23.2% | +34.2% | +40.0% |
| YTD | +110.0% | +46.0% | +64.0% | +65.1% |
| 1Y | +134.4% | +51.2% | +83.2% | +81.3% |
| 3Y | +203.5% | +69.6% | +134.0% | +116.7% |
| 5Y | +47.1% | +86.6% | -39.5% | -3.1% |
| 10Y | +0.4% | +152.3% | -151.9% | -46.1% |
| All | +0.4% | +142.7% | -142.3% | -46.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling