+111.0%
CTAS vs VSAT
+53.4%
+57.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | -0.1% |
| 7D | 0.0% | +17.3% | -17.4% | -0.7% |
| 30D | -1.0% | -3.3% | +2.3% | -0.9% |
| 3M | +15.8% | +18.7% | -3.0% | +14.3% |
| 6M | -1.0% | +77.6% | -78.6% | -4.4% |
| YTD | +7.4% | +125.6% | -118.2% | +2.1% |
| 1Y | -0.1% | +158.3% | -158.4% | -6.1% |
| 3Y | +66.3% | +226.1% | -159.8% | +49.9% |
| 5Y | +111.0% | +54.7% | +56.3% | +86.9% |
| All | +111.0% | +53.4% | +57.5% | +86.9% |
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