+1,036.7%
CBOE vs VSAT
+131.9%
+904.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.2% | -4.9% | -1.9% |
| 7D | -4.6% | +17.3% | -22.0% | -5.7% |
| 30D | +2.6% | -3.3% | +5.9% | +2.8% |
| 3M | +4.9% | +18.7% | -13.8% | +2.8% |
| 6M | -2.2% | +77.6% | -79.7% | -7.4% |
| YTD | +17.7% | +125.6% | -107.9% | +8.8% |
| 1Y | +26.1% | +158.3% | -132.2% | +14.5% |
| 3Y | +97.1% | +226.1% | -129.0% | +64.7% |
| 5Y | +149.2% | +54.7% | +94.5% | +118.6% |
| 10Y | +385.1% | +3.5% | +381.5% | +321.6% |
| All | +1,036.7% | +131.9% | +904.8% | +651.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling