+82.4%
VSAT vs URA
-31.1%
+113.5%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.8% | +4.2% | +4.6% |
| 7D | +11.8% | +1.1% | +10.7% | +11.3% |
| 30D | -7.0% | +7.4% | -14.4% | -10.2% |
| 3M | +3.3% | -8.4% | +11.7% | +7.8% |
| 6M | +57.4% | -12.7% | +70.2% | +67.6% |
| YTD | +118.6% | +7.8% | +110.8% | +112.6% |
| 1Y | +150.2% | +19.5% | +130.8% | +132.5% |
| 3Y | +160.7% | +116.4% | +44.3% | +84.2% |
| 5Y | +51.2% | +134.3% | -83.1% | -2.0% |
| 10Y | -0.7% | +359.3% | -359.9% | -55.4% |
| All | +82.4% | -31.1% | +113.5% | +52.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling