+12.4%
VSAT vs REPL
-7.7%
+20.1%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.8% | +5.0% | +3.3% |
| 7D | +17.3% | -5.7% | +23.0% | +17.7% |
| 30D | -3.3% | +22.5% | -25.7% | -4.7% |
| 3M | +18.7% | +64.7% | -45.9% | +11.2% |
| 6M | +77.6% | +83.0% | -5.5% | +52.0% |
| YTD | +125.6% | +52.0% | +73.7% | +95.5% |
| 1Y | +158.3% | +144.5% | +13.8% | +103.8% |
| 3Y | +226.1% | -25.1% | +251.2% | +137.7% |
| 5Y | +54.7% | -52.9% | +107.5% | +15.5% |
| All | +12.4% | -7.7% | +20.1% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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