+91.2%
CBOE vs VSAT
+207.3%
-116.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.5% | -4.0% | -1.5% |
| 7D | -3.7% | +3.4% | -7.1% | -3.6% |
| 30D | +2.0% | -12.2% | +14.2% | +1.8% |
| 3M | -4.2% | +20.6% | -24.9% | -3.9% |
| 6M | +1.2% | +60.2% | -59.0% | +2.0% |
| YTD | +15.4% | +115.3% | -99.9% | +16.8% |
| 1Y | +23.5% | +154.6% | -131.1% | +25.3% |
| All | +91.2% | +207.3% | -116.1% | +97.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling