+336.7%
COP vs VSAT
-16.2%
+352.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.9% | +6.5% | +2.3% |
| 7D | +4.4% | +5.9% | -1.5% | +3.2% |
| 30D | 0.0% | +9.7% | -9.7% | -2.1% |
| 3M | +15.0% | -18.3% | +33.3% | +17.0% |
| 6M | +22.0% | -4.1% | +26.1% | +18.2% |
| YTD | +55.3% | +96.5% | -41.2% | +30.2% |
| 1Y | +64.1% | +89.3% | -25.1% | +37.6% |
| 3Y | +34.1% | +270.1% | -236.0% | -15.9% |
| 5Y | +133.4% | +26.4% | +107.0% | +83.2% |
| All | +336.7% | -16.2% | +352.9% | +218.1% |
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 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