+1,334.0%
CL vs VSAT
+1,485.7%
-151.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.0% | -6.5% | -1.7% |
| 7D | -2.2% | +11.8% | -14.0% | -2.8% |
| 30D | -4.8% | -7.0% | +2.2% | -4.6% |
| 3M | +4.9% | +3.3% | +1.6% | +4.1% |
| 6M | -5.7% | +57.4% | -63.2% | -8.9% |
| YTD | +14.4% | +118.6% | -104.2% | +8.3% |
| 1Y | +8.7% | +150.2% | -141.5% | +1.6% |
| 3Y | +30.0% | +160.7% | -130.7% | +16.3% |
| 5Y | +28.4% | +51.2% | -22.8% | +16.0% |
| 10Y | +50.1% | -0.7% | +50.8% | +35.8% |
| All | +1,334.0% | +1,485.7% | -151.7% | +890.1% |
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