-18.5%
VSAT vs URA
+283.4%
-301.9%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +4.4% | +3.3% | +5.4% |
| 7D | -17.0% | -4.1% | -12.8% | -14.8% |
| 30D | -9.8% | -19.0% | +9.2% | +1.5% |
| 3M | -22.0% | -25.1% | +3.1% | -8.9% |
| 6M | -5.0% | -44.5% | +39.5% | +29.1% |
| YTD | +85.6% | -24.3% | +109.9% | +117.3% |
| 1Y | +80.2% | -28.1% | +108.3% | +117.0% |
| 3Y | +250.0% | +40.7% | +209.4% | +202.5% |
| 5Y | -4.6% | +35.5% | -40.0% | -20.2% |
| All | -18.5% | +283.4% | -301.9% | -60.1% |
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