+105.2%
CTVA vs VSAT
+50.0%
+55.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.8% | -0.5% |
| 7D | -4.7% | +3.4% | -8.1% | -4.9% |
| 30D | +11.1% | -12.2% | +23.3% | +11.9% |
| 3M | +13.7% | +20.6% | -6.9% | +11.4% |
| 6M | +11.2% | +60.2% | -49.0% | +6.4% |
| YTD | +26.9% | +115.3% | -88.4% | +18.5% |
| 1Y | +18.8% | +154.6% | -135.8% | +9.0% |
| 3Y | +75.9% | +211.2% | -135.2% | +50.7% |
| 5Y | +105.2% | +52.7% | +52.6% | +78.7% |
| All | +105.2% | +50.0% | +55.2% | +78.7% |
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