+3,167.9%
CSX vs VSAT
+1,485.7%
+1,682.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.0% | -4.2% | +0.2% |
| 7D | -3.4% | +11.8% | -15.2% | -4.8% |
| 30D | -3.1% | -7.0% | +4.0% | -2.3% |
| 3M | +7.2% | +3.3% | +3.9% | +5.1% |
| 6M | +16.2% | +57.4% | -41.3% | +6.7% |
| YTD | +37.5% | +118.6% | -81.0% | +19.9% |
| 1Y | +53.2% | +150.2% | -97.0% | +29.8% |
| 3Y | +68.2% | +160.7% | -92.5% | +27.9% |
| 5Y | +65.2% | +51.2% | +14.0% | +29.2% |
| 10Y | +504.1% | -0.7% | +504.8% | +381.1% |
| All | +3,167.9% | +1,485.7% | +1,682.2% | +1,624.4% |
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