+118.1%
COF vs VSAT
+207.8%
-89.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | -5.1% | -1.3% | -3.8% | -5.1% |
| 30D | -6.0% | -14.8% | +8.8% | -4.8% |
| 3M | +14.8% | +2.2% | +12.6% | +13.7% |
| 6M | +15.3% | +60.2% | -44.9% | +8.3% |
| YTD | -13.0% | +115.6% | -128.7% | -21.1% |
| 1Y | -5.7% | +132.9% | -138.6% | -15.5% |
| 3Y | +118.1% | +216.1% | -97.9% | +81.1% |
| All | +118.1% | +207.8% | -89.7% | +81.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling