+61.0%
CIFR vs VSAT
+113.5%
-52.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +2.5% | -8.2% | -6.5% |
| 7D | -8.2% | +3.4% | -11.7% | -9.2% |
| 30D | -7.4% | -12.2% | +4.9% | -3.0% |
| 3M | -24.2% | +20.6% | -44.8% | -30.0% |
| 6M | +14.2% | +60.2% | -46.0% | -4.4% |
| YTD | +8.0% | +115.3% | -107.3% | -16.5% |
| 1Y | +55.5% | +154.6% | -99.1% | +14.7% |
| 3Y | +429.6% | +211.2% | +218.4% | +225.4% |
| 5Y | +20.8% | +52.7% | -31.9% | -22.9% |
| All | +61.0% | +113.5% | -52.5% | +1.7% |
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 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