+115.8%
CF vs VSAT
+36.3%
+79.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +2.6% |
| 7D | +4.8% | -0.5% | +5.3% | +4.7% |
| 30D | +9.7% | +4.0% | +5.7% | +9.3% |
| 3M | +1.2% | -11.8% | +13.0% | +1.5% |
| 6M | +7.4% | +6.9% | +0.4% | +6.0% |
| YTD | +60.5% | +117.2% | -56.7% | +50.5% |
| 1Y | +50.7% | +102.4% | -51.7% | +41.7% |
| 3Y | +64.8% | +295.5% | -230.7% | +41.5% |
| 5Y | +115.8% | +37.0% | +78.8% | +102.2% |
| All | +115.8% | +36.3% | +79.5% | +102.2% |
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