+37.0%
VSAT vs BWA
+32.7%
+4.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +1.9% |
| 7D | -0.5% | -2.4% | +1.9% | +1.9% |
| 30D | +4.0% | -17.7% | +21.7% | +18.9% |
| 3M | -11.8% | -27.0% | +15.2% | +8.9% |
| 6M | +6.9% | -17.3% | +24.2% | +21.4% |
| YTD | +117.2% | +12.9% | +104.4% | +93.9% |
| 1Y | +102.4% | +12.9% | +89.5% | +81.0% |
| 3Y | +295.5% | +62.1% | +233.4% | +177.9% |
| 5Y | +37.0% | +30.7% | +6.3% | -5.0% |
| All | +37.0% | +32.7% | +4.3% | -5.0% |
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