+114.0%
CSCO vs VSAT
+53.4%
+60.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.3% | -0.3% |
| 7D | -0.5% | +17.3% | -17.8% | -1.9% |
| 30D | -10.1% | -3.3% | -6.8% | -9.9% |
| 3M | -11.7% | +18.7% | -30.5% | -13.5% |
| 6M | +40.1% | +77.6% | -37.5% | +32.6% |
| YTD | +43.8% | +125.6% | -81.8% | +33.2% |
| 1Y | +66.6% | +158.3% | -91.7% | +52.0% |
| 3Y | +108.5% | +226.1% | -117.6% | +78.0% |
| 5Y | +114.0% | +54.7% | +59.3% | +82.8% |
| All | +114.0% | +53.4% | +60.5% | +82.8% |
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