+116.3%
CLF vs VSAT
+3.3%
+113.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.2% | -4.9% | -2.5% |
| 7D | +6.5% | +17.3% | -10.8% | +2.2% |
| 30D | +0.2% | -3.3% | +3.5% | +0.9% |
| 3M | -3.1% | +18.7% | -21.8% | -9.9% |
| 6M | +25.0% | +77.6% | -52.5% | +3.0% |
| YTD | -7.5% | +125.6% | -133.1% | -30.1% |
| 1Y | +11.5% | +158.3% | -146.8% | -19.7% |
| 3Y | -13.7% | +226.1% | -239.8% | -53.1% |
| 5Y | -47.0% | +54.7% | -101.6% | -66.5% |
| 10Y | +116.3% | +3.5% | +112.8% | +52.8% |
| All | +116.3% | +3.3% | +113.0% | +52.8% |
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