+114.0%
CTAS vs VSAT
+33.0%
+81.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +16.3% | -15.9% | -0.2% |
| 7D | -0.7% | +0.4% | -1.1% | -0.8% |
| 30D | +10.3% | +3.3% | +7.0% | +9.9% |
| 3M | +10.2% | -7.5% | +17.7% | +10.2% |
| 6M | +34.4% | +6.2% | +28.1% | +32.9% |
| YTD | +19.6% | +115.8% | -96.3% | +13.7% |
| 1Y | +21.8% | +107.7% | -85.9% | +15.9% |
| 3Y | +74.1% | +292.0% | -217.9% | +54.1% |
| 5Y | +114.0% | +35.3% | +78.8% | +107.7% |
| All | +114.0% | +33.0% | +81.0% | +107.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling