+2,388.4%
CI vs VSAT
+1,465.7%
+922.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +16.3% | -15.6% | -0.8% |
| 7D | +0.1% | +0.4% | -0.2% | -0.2% |
| 30D | +4.7% | +3.3% | +1.4% | +3.8% |
| 3M | +5.2% | -7.5% | +12.7% | +5.0% |
| 6M | +3.8% | +6.2% | -2.4% | +1.0% |
| YTD | +9.2% | +115.8% | -106.6% | -1.7% |
| 1Y | +14.3% | +107.7% | -93.4% | +2.8% |
| 3Y | +8.4% | +292.0% | -283.6% | -15.4% |
| 5Y | +50.0% | +35.3% | +14.8% | +26.3% |
| 10Y | +142.2% | -5.2% | +147.4% | +103.1% |
| All | +2,388.4% | +1,465.7% | +922.7% | +1,563.7% |
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