+216.7%
CTVA vs VSAT
-21.8%
+238.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -4.5% | -1.3% | -3.2% | -4.4% |
| 30D | +11.3% | -14.8% | +26.1% | +13.0% |
| 3M | +12.3% | +2.2% | +10.1% | +10.9% |
| 6M | +7.2% | +60.2% | -53.0% | -0.5% |
| YTD | +26.0% | +115.6% | -89.6% | +12.3% |
| 1Y | +16.0% | +132.9% | -116.8% | +1.5% |
| 3Y | +73.9% | +216.1% | -142.2% | +33.9% |
| 5Y | +103.8% | +52.9% | +50.9% | +67.9% |
| All | +216.7% | -21.8% | +238.5% | +245.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling