-28.2%
CIFR vs VSAT
+116.2%
-144.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +0.3% | +8.5% | +8.8% |
| 7D | +9.4% | +12.5% | -3.1% | +5.2% |
| 30D | -45.3% | +11.0% | -56.3% | -46.6% |
| 3M | -58.7% | -11.1% | -47.6% | -56.4% |
| 6M | -64.9% | +2.8% | -67.7% | -65.7% |
| YTD | -51.8% | +118.0% | -169.8% | -62.5% |
| 1Y | -61.9% | +97.1% | -159.0% | -69.5% |
| 3Y | +138.6% | +296.8% | -158.2% | +40.8% |
| 5Y | -13.0% | +38.7% | -51.6% | -43.5% |
| All | -28.2% | +116.2% | -144.4% | -54.3% |
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