+2,022.3%
CSCO vs VSAT
+1,465.7%
+556.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +16.3% | -11.2% | +1.9% |
| 7D | -2.9% | +0.4% | -3.3% | -3.3% |
| 30D | -16.7% | +3.3% | -20.0% | -17.8% |
| 3M | -18.4% | -7.5% | -11.0% | -18.0% |
| 6M | +2.9% | +6.2% | -3.3% | -1.5% |
| YTD | +30.4% | +115.8% | -85.4% | +6.1% |
| 1Y | +41.4% | +107.7% | -66.3% | +15.0% |
| 3Y | +104.7% | +292.0% | -187.4% | +23.8% |
| 5Y | +96.9% | +35.3% | +61.7% | +38.2% |
| 10Y | +321.5% | -5.2% | +326.7% | +196.5% |
| All | +2,022.3% | +1,465.7% | +556.6% | +520.4% |
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