-11.6%
VSAT vs URA
+272.2%
-283.9%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -3.8% | -1.4% | -3.1% |
| 7D | +20.0% | +4.5% | +15.5% | +17.7% |
| 30D | +6.5% | -13.4% | +19.9% | +15.9% |
| 3M | -18.3% | -28.4% | +10.1% | -1.9% |
| 6M | +0.4% | -40.5% | +40.8% | +32.2% |
| YTD | +106.7% | -24.3% | +131.0% | +142.7% |
| 1Y | +89.9% | -28.8% | +118.7% | +130.6% |
| 3Y | +276.3% | +37.6% | +238.7% | +229.3% |
| 5Y | +32.9% | +30.7% | +2.2% | +13.8% |
| All | -11.6% | +272.2% | -283.9% | -54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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