+2,240.2%
CSCO vs VSAT
+1,485.7%
+754.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.0% | -4.5% | -0.4% |
| 7D | -0.7% | +11.8% | -12.5% | -2.9% |
| 30D | -10.1% | -7.0% | -3.1% | -9.0% |
| 3M | -15.7% | +3.3% | -19.0% | -17.7% |
| 6M | +36.3% | +57.4% | -21.2% | +20.6% |
| YTD | +43.8% | +118.6% | -74.7% | +17.7% |
| 1Y | +63.9% | +150.2% | -86.3% | +28.4% |
| 3Y | +104.4% | +160.7% | -56.4% | +35.2% |
| 5Y | +111.4% | +51.2% | +60.2% | +44.6% |
| 10Y | +361.7% | -0.7% | +362.3% | +223.5% |
| All | +2,240.2% | +1,485.7% | +754.5% | +588.4% |
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