+11,617.1%
COST vs VSAT
+1,485.7%
+10,131.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.0% | -6.1% | -1.5% |
| 7D | -3.1% | +11.8% | -14.9% | -4.3% |
| 30D | -2.8% | -7.0% | +4.3% | -2.2% |
| 3M | -5.7% | +3.3% | -8.9% | -7.1% |
| 6M | -8.8% | +57.4% | -66.2% | -14.7% |
| YTD | +6.7% | +118.6% | -111.9% | -4.2% |
| 1Y | -3.6% | +150.2% | -153.9% | -15.5% |
| 3Y | +75.1% | +160.7% | -85.6% | +40.8% |
| 5Y | +108.9% | +51.2% | +57.7% | +71.7% |
| 10Y | +586.2% | -0.7% | +586.8% | +465.7% |
| All | +11,617.1% | +1,485.7% | +10,131.4% | +5,137.6% |
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