+202.4%
COPX vs VSAT
+121.8%
+80.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.2% | +0.9% | +3.3% |
| 7D | +5.8% | +17.3% | -11.5% | +1.7% |
| 30D | +7.2% | -3.3% | +10.5% | +7.8% |
| 3M | +16.5% | +18.7% | -2.2% | +9.3% |
| 6M | +18.4% | +77.6% | -59.1% | -0.5% |
| YTD | +31.9% | +125.6% | -93.7% | +3.5% |
| 1Y | +88.5% | +158.3% | -69.8% | +40.8% |
| 3Y | +173.1% | +226.1% | -53.0% | +60.0% |
| 5Y | +193.1% | +54.7% | +138.4% | +92.7% |
| 10Y | +591.7% | +3.5% | +588.2% | +374.2% |
| All | +202.4% | +121.8% | +80.7% | +17.9% |
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