+3,261.8%
CSX vs VSAT
+1,150.1%
+2,111.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -11.1% | +8.8% | -0.9% |
| 7D | -2.7% | -23.9% | +21.2% | +0.5% |
| 30D | +7.0% | -20.2% | +27.2% | +9.4% |
| 3M | -0.3% | -26.7% | +26.4% | +2.8% |
| 6M | +13.5% | -9.4% | +23.0% | +11.9% |
| YTD | +41.5% | +72.3% | -30.8% | +26.2% |
| 1Y | +45.8% | +56.6% | -10.8% | +31.1% |
| 3Y | +74.4% | +199.9% | -125.5% | +29.0% |
| 5Y | +53.6% | -11.4% | +65.0% | +28.9% |
| 10Y | +465.6% | -13.9% | +479.5% | +355.0% |
| All | +3,261.8% | +1,150.1% | +2,111.7% | +1,714.6% |
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