+31.8%
CVS vs VSAT
+45.0%
-13.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.9% | +6.2% | -0.5% |
| 7D | -1.9% | +3.5% | -5.4% | -2.0% |
| 30D | -0.3% | -14.7% | +14.4% | +0.2% |
| 3M | -1.1% | +13.2% | -14.3% | -1.9% |
| 6M | +23.7% | +57.4% | -33.7% | +21.0% |
| YTD | +23.0% | +110.0% | -87.0% | +18.7% |
| 1Y | +37.2% | +134.4% | -97.2% | +31.5% |
| 3Y | +62.4% | +203.5% | -141.1% | +50.1% |
| 5Y | +31.8% | +47.1% | -15.3% | +19.6% |
| All | +31.8% | +45.0% | -13.1% | +19.6% |
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