+54.7%
VSAT vs BWA
+88.6%
-33.9%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.9% | +5.1% | +4.4% |
| 7D | +17.3% | +4.3% | +13.0% | +14.3% |
| 30D | -3.3% | -2.9% | -0.4% | -1.4% |
| 3M | +18.7% | -12.4% | +31.2% | +28.8% |
| 6M | +77.6% | +28.6% | +49.0% | +51.3% |
| YTD | +125.6% | +48.2% | +77.4% | +68.3% |
| 1Y | +158.3% | +50.9% | +107.4% | +90.8% |
| 3Y | +226.1% | +72.2% | +154.0% | +113.3% |
| 5Y | +54.7% | +91.1% | -36.4% | -11.5% |
| All | +54.7% | +88.6% | -33.9% | -11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling