+104.8%
COST vs VSAT
+46.3%
+58.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.9% | +6.1% | -0.6% |
| 7D | -2.8% | +3.5% | -6.3% | -2.9% |
| 30D | -5.3% | -14.7% | +9.4% | -4.8% |
| 3M | -6.7% | +13.2% | -19.8% | -7.5% |
| 6M | -9.9% | +57.4% | -67.3% | -12.3% |
| YTD | +5.1% | +110.0% | -104.9% | +0.9% |
| 1Y | -7.3% | +134.4% | -141.7% | -11.8% |
| 3Y | +70.4% | +203.5% | -133.1% | +55.2% |
| All | +104.8% | +46.3% | +58.5% | +90.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling