+39.9%
CL vs VSAT
-0.1%
+40.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +7.7% | -9.9% | -2.1% |
| 7D | +1.3% | -17.0% | +18.3% | +1.3% |
| 30D | +11.4% | -9.8% | +21.1% | +11.4% |
| 3M | +4.4% | -22.0% | +26.4% | +4.4% |
| 6M | +10.8% | -5.0% | +15.8% | +10.7% |
| YTD | +25.1% | +85.6% | -60.4% | +24.6% |
| 1Y | +28.0% | +80.2% | -52.2% | +27.5% |
| 3Y | +37.6% | +250.0% | -212.4% | +35.3% |
| All | +39.9% | -0.1% | +40.0% | +41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling