+19.8%
CBOE vs VSAT
+155.6%
-135.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.2% |
| 7D | -5.8% | -1.3% | -4.5% | -5.8% |
| 30D | -3.1% | -14.8% | +11.7% | -3.5% |
| 3M | -4.8% | +2.2% | -7.0% | -4.4% |
| 6M | -0.6% | +60.2% | -60.7% | +1.1% |
| YTD | +12.8% | +115.6% | -102.8% | +15.8% |
| 1Y | +19.8% | +132.9% | -113.1% | +23.4% |
| All | +19.8% | +155.6% | -135.9% | +23.4% |
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