+1,206.6%
CIEN vs VSAT
-11.9%
+1,218.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.2% | +4.5% | +0.6% |
| 7D | +27.4% | +20.0% | +7.4% | +21.9% |
| 30D | -26.6% | +6.5% | -33.1% | -27.2% |
| 3M | -32.0% | -18.3% | -13.6% | -28.4% |
| 6M | -49.1% | +0.4% | -49.4% | -49.9% |
| YTD | +25.7% | +106.7% | -81.0% | +6.0% |
| 1Y | +40.3% | +89.9% | -49.6% | +20.2% |
| 3Y | +566.2% | +276.3% | +289.9% | +336.7% |
| 5Y | +378.7% | +32.9% | +345.8% | +274.9% |
| All | +1,206.6% | -11.9% | +1,218.5% | +934.3% |
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