+20.8%
COP vs VSAT
+219.7%
-198.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.2% | -2.6% | +0.5% |
| 7D | -0.8% | +17.3% | -18.1% | -1.4% |
| 30D | +15.6% | -3.3% | +18.9% | +15.7% |
| 3M | +14.3% | +18.7% | -4.4% | +13.2% |
| 6M | +17.0% | +77.6% | -60.6% | +12.8% |
| YTD | +47.4% | +125.6% | -78.2% | +40.1% |
| 1Y | +52.4% | +158.3% | -105.9% | +43.5% |
| 3Y | +20.8% | +226.1% | -205.3% | +6.5% |
| All | +20.8% | +219.7% | -198.9% | +6.5% |
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