+25.3%
VSAT vs REPL
-35.0%
+60.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.5% | -4.9% |
| 7D | +5.9% | +1.2% | +4.6% | +5.8% |
| 30D | +9.7% | +92.2% | -82.5% | +6.0% |
| 3M | -18.3% | +44.1% | -62.4% | -20.0% |
| 6M | -4.1% | +313.0% | -317.1% | -14.5% |
| YTD | +96.5% | +125.2% | -28.7% | +74.1% |
| 1Y | +89.3% | +143.8% | -54.5% | +66.5% |
| 3Y | +270.1% | +104.2% | +165.9% | +154.6% |
| All | +25.3% | -35.0% | +60.3% | -1.7% |
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