+326.0%
CAT vs VSAT
+51.9%
+274.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.0% | -3.3% | +1.0% |
| 7D | +1.7% | +11.8% | -10.1% | +0.1% |
| 30D | -6.6% | -7.0% | +0.5% | -5.7% |
| 3M | -13.3% | +3.3% | -16.6% | -14.4% |
| 6M | +11.6% | +57.4% | -45.8% | +3.8% |
| YTD | +42.9% | +118.6% | -75.6% | +27.1% |
| 1Y | +95.4% | +150.2% | -54.8% | +70.1% |
| 3Y | +196.6% | +160.7% | +35.9% | +138.2% |
| All | +326.0% | +51.9% | +274.1% | +216.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling