+231.7%
CTVA vs VSAT
-20.7%
+252.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.0% | -5.9% | -1.4% |
| 7D | +4.9% | +11.8% | -6.9% | +3.7% |
| 30D | +11.9% | -7.0% | +19.0% | +12.6% |
| 3M | +13.7% | +3.3% | +10.4% | +11.9% |
| 6M | +13.1% | +57.4% | -44.3% | +5.3% |
| YTD | +32.0% | +118.6% | -86.6% | +17.5% |
| 1Y | +22.1% | +150.2% | -128.2% | +5.8% |
| 3Y | +77.5% | +160.7% | -83.2% | +41.9% |
| 5Y | +106.3% | +51.2% | +55.1% | +71.0% |
| All | +231.7% | -20.7% | +252.4% | +261.7% |
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 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