+1,904.7%
COP vs VSAT
+1,485.7%
+419.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.0% | -6.1% | -1.7% |
| 7D | +3.0% | +11.8% | -8.8% | +1.6% |
| 30D | +17.5% | -7.0% | +24.5% | +18.3% |
| 3M | +13.4% | +3.3% | +10.1% | +11.2% |
| 6M | +17.7% | +57.4% | -39.7% | +8.5% |
| YTD | +46.6% | +118.6% | -72.0% | +28.9% |
| 1Y | +44.6% | +150.2% | -105.6% | +23.8% |
| 3Y | +20.7% | +160.7% | -140.0% | -6.3% |
| 5Y | +185.0% | +51.2% | +133.9% | +128.1% |
| 10Y | +347.0% | -0.7% | +347.6% | +264.8% |
| All | +1,904.7% | +1,485.7% | +419.0% | +1,211.7% |
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