+45.4%
COF vs VSAT
+50.0%
-4.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.5% | -4.3% | -2.1% |
| 7D | -6.1% | +3.4% | -9.5% | -6.5% |
| 30D | -5.2% | -12.2% | +7.1% | -3.8% |
| 3M | +17.0% | +20.6% | -3.6% | +12.7% |
| 6M | +12.9% | +60.2% | -47.3% | +3.7% |
| YTD | -13.5% | +115.3% | -128.8% | -24.1% |
| 1Y | -5.9% | +154.6% | -160.4% | -20.0% |
| 3Y | +117.1% | +211.2% | -94.0% | +64.4% |
| 5Y | +45.4% | +52.7% | -7.3% | +7.2% |
| All | +45.4% | +50.0% | -4.6% | +7.2% |
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 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