+1,338.8%
CVS vs VSAT
+1,325.7%
+13.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.5% | -0.1% |
| 7D | +6.6% | +5.9% | +0.7% | +6.0% |
| 30D | -0.4% | +9.7% | -10.1% | -1.4% |
| 3M | -5.3% | -18.3% | +13.0% | -4.4% |
| 6M | -7.7% | -4.1% | -3.7% | -8.8% |
| YTD | +16.0% | +96.5% | -80.5% | +7.6% |
| 1Y | +16.2% | +89.3% | -73.0% | +7.8% |
| 3Y | +47.6% | +270.1% | -222.5% | +22.0% |
| 5Y | +12.3% | +26.4% | -14.0% | -1.4% |
| 10Y | +62.4% | -16.5% | +78.9% | +43.0% |
| All | +1,338.8% | +1,325.7% | +13.1% | +870.2% |
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