+39.0%
CBOE vs VSAT
+85.9%
-46.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -11.2% | +11.5% | -0.2% |
| 7D | +7.7% | -14.7% | +22.4% | +7.1% |
| 30D | +24.4% | -4.3% | +28.7% | +24.4% |
| 3M | +20.0% | -22.5% | +42.5% | +19.5% |
| 6M | +2.4% | +4.7% | -2.3% | +3.2% |
| YTD | +38.5% | +93.8% | -55.3% | +39.7% |
| 1Y | +39.0% | +79.8% | -40.9% | +40.1% |
| All | +39.0% | +85.9% | -46.9% | +40.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling