+1,569.3%
VSAT vs BWA
+1,536.8%
+32.6%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | -0.4% |
| 7D | +12.5% | +1.7% | +10.8% | +12.1% |
| 30D | +11.0% | -14.6% | +25.6% | +20.3% |
| 3M | -11.1% | -26.2% | +15.1% | +3.2% |
| 6M | +2.8% | -18.4% | +21.2% | +13.7% |
| YTD | +118.0% | +14.7% | +103.3% | +102.5% |
| 1Y | +97.1% | +13.3% | +83.8% | +84.4% |
| 3Y | +296.8% | +64.7% | +232.1% | +216.6% |
| 5Y | +38.7% | +32.2% | +6.5% | +18.8% |
| 10Y | -7.4% | +96.8% | -104.2% | -37.5% |
| All | +1,569.3% | +1,536.8% | +32.6% | +285.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling