+165.5%
YUM vs VSAT
+3.3%
+162.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.1% |
| 7D | -6.1% | -1.3% | -4.7% | -6.0% |
| 30D | -5.8% | -14.8% | +9.0% | -4.6% |
| 3M | -7.6% | +2.2% | -9.8% | -8.6% |
| 6M | -9.1% | +60.2% | -69.3% | -14.6% |
| YTD | -5.5% | +115.6% | -121.2% | -14.3% |
| 1Y | -3.7% | +132.9% | -136.6% | -14.0% |
| 3Y | +17.8% | +216.1% | -198.3% | -5.6% |
| 5Y | +19.3% | +52.9% | -33.7% | +1.0% |
| All | +165.5% | +3.3% | +162.2% | +100.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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