+105.2%
CNH vs VSAT
-16.2%
+121.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.4% | +0.4% |
| 7D | +3.0% | +5.9% | -2.9% | +2.0% |
| 30D | -0.6% | +9.7% | -10.3% | -2.9% |
| 3M | +14.6% | -18.3% | +32.9% | +17.5% |
| 6M | +11.8% | -4.1% | +15.8% | +8.9% |
| YTD | +30.4% | +96.5% | -66.1% | +8.3% |
| 1Y | +19.1% | +89.3% | -70.2% | -1.1% |
| 3Y | +30.2% | +270.1% | -239.9% | -20.6% |
| 5Y | -17.8% | +26.4% | -44.2% | -37.8% |
| All | +105.2% | -16.2% | +121.4% | +59.2% |
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