+237.0%
CFG vs VSAT
+2.6%
+234.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +16.3% | -13.4% | -0.4% |
| 7D | +0.3% | +0.4% | -0.1% | -0.4% |
| 30D | +3.2% | +3.3% | -0.1% | +1.4% |
| 3M | -9.7% | -7.5% | -2.2% | -9.8% |
| 6M | +3.6% | +6.2% | -2.6% | -2.3% |
| YTD | +14.7% | +115.8% | -101.1% | -10.5% |
| 1Y | +29.6% | +107.7% | -78.1% | +1.3% |
| 3Y | +190.6% | +292.0% | -101.5% | +60.0% |
| 5Y | +67.1% | +35.3% | +31.8% | +19.7% |
| 10Y | +237.0% | -5.2% | +242.2% | +123.1% |
| All | +237.0% | +2.6% | +234.4% | +123.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling