+1,907.8%
COP vs VSAT
+1,465.7%
+442.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +16.3% | -17.6% | -3.2% |
| 7D | -8.4% | +0.4% | -8.8% | -8.7% |
| 30D | +0.3% | +3.3% | -3.0% | -0.7% |
| 3M | +15.1% | -7.5% | +22.6% | +15.0% |
| 6M | +19.8% | +6.2% | +13.5% | +15.7% |
| YTD | +46.8% | +115.8% | -69.0% | +28.3% |
| 1Y | +59.7% | +107.7% | -47.9% | +39.6% |
| 3Y | +28.7% | +292.0% | -263.3% | -5.7% |
| 5Y | +110.7% | +35.3% | +75.4% | +70.4% |
| 10Y | +298.3% | -5.2% | +303.5% | +224.1% |
| All | +1,907.8% | +1,465.7% | +442.1% | +1,205.4% |
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