+48.8%
VSAT vs REPL
-54.3%
+103.1%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.6% | +6.7% | +5.1% |
| 7D | +11.8% | -3.0% | +14.8% | +11.9% |
| 30D | -7.0% | +27.1% | -34.2% | -8.2% |
| 3M | +3.3% | +52.4% | -49.1% | -0.9% |
| 6M | +57.4% | +107.4% | -50.0% | +39.1% |
| YTD | +118.6% | +54.7% | +63.8% | +97.2% |
| 1Y | +150.2% | +158.9% | -8.6% | +108.0% |
| 3Y | +160.7% | -23.7% | +184.4% | +105.6% |
| All | +48.8% | -54.3% | +103.1% | +23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling