+96.9%
CSCO vs VSAT
+33.0%
+63.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +16.3% | -11.2% | +3.6% |
| 7D | -2.9% | +0.4% | -3.3% | -3.1% |
| 30D | -16.7% | +3.3% | -20.0% | -17.2% |
| 3M | -18.4% | -7.5% | -11.0% | -18.3% |
| 6M | +2.9% | +6.2% | -3.3% | +1.2% |
| YTD | +30.4% | +115.8% | -85.4% | +20.6% |
| 1Y | +41.4% | +107.7% | -66.3% | +30.8% |
| 3Y | +104.7% | +292.0% | -187.4% | +71.2% |
| 5Y | +96.9% | +35.3% | +61.7% | +81.3% |
| All | +96.9% | +33.0% | +63.9% | +81.3% |
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