+14.9%
VSAT vs REPL
-35.6%
+50.5%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +8.0% | -0.3% | +7.3% |
| 7D | -17.0% | +22.8% | -39.7% | -17.9% |
| 30D | -9.8% | +63.8% | -73.6% | -12.1% |
| 3M | -22.0% | +68.1% | -90.1% | -24.2% |
| 6M | -5.0% | +528.5% | -533.5% | -18.3% |
| YTD | +85.6% | +122.4% | -36.9% | +64.5% |
| 1Y | +80.2% | +154.4% | -74.2% | +58.0% |
| 3Y | +250.0% | +68.0% | +182.0% | +149.7% |
| All | +14.9% | -35.6% | +50.5% | -9.7% |
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