+2,427.1%
COF vs VSAT
+1,536.8%
+890.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.2% | -5.8% | -3.3% |
| 7D | +1.2% | +17.3% | -16.1% | -2.3% |
| 30D | -1.4% | -3.3% | +1.9% | -1.0% |
| 3M | +19.0% | +18.7% | +0.3% | +11.6% |
| 6M | +14.9% | +77.6% | -62.7% | -3.4% |
| YTD | -10.7% | +125.6% | -136.3% | -29.6% |
| 1Y | -1.3% | +158.3% | -159.6% | -26.0% |
| 3Y | +124.3% | +226.1% | -101.8% | +33.7% |
| 5Y | +51.1% | +54.7% | -3.5% | 0.0% |
| 10Y | +252.4% | +3.5% | +248.8% | +148.2% |
| All | +2,427.1% | +1,536.8% | +890.3% | +808.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling