-14.9%
CNH vs VSAT
-0.1%
-14.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +7.7% | -4.9% | +1.8% |
| 7D | -1.7% | -17.0% | +15.3% | +0.4% |
| 30D | -7.2% | -9.8% | +2.5% | -6.6% |
| 3M | +6.5% | -22.0% | +28.5% | +8.9% |
| 6M | +7.9% | -5.0% | +12.8% | +6.2% |
| YTD | +26.6% | +85.6% | -59.0% | +13.0% |
| 1Y | +13.8% | +80.2% | -66.4% | +1.5% |
| 3Y | +9.2% | +250.0% | -240.8% | -20.2% |
| All | -14.9% | -0.1% | -14.8% | -21.3% |
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 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