+2,067.7%
CSCO vs VSAT
+1,481.4%
+586.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.3% | +2.3% | +2.6% |
| 7D | -2.8% | +12.5% | -15.2% | -5.2% |
| 30D | -12.6% | +11.0% | -23.7% | -15.0% |
| 3M | -16.0% | -11.1% | -4.9% | -14.9% |
| 6M | +2.8% | +2.8% | 0.0% | -1.0% |
| YTD | +33.2% | +118.0% | -84.7% | +8.1% |
| 1Y | +43.1% | +97.1% | -54.0% | +17.7% |
| 3Y | +106.7% | +296.8% | -190.1% | +24.7% |
| 5Y | +103.6% | +38.7% | +64.9% | +42.1% |
| 10Y | +330.5% | -7.4% | +337.9% | +204.7% |
| All | +2,067.7% | +1,481.4% | +586.3% | +532.4% |
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