+1,446.7%
CVS vs VSAT
+1,485.7%
-39.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.0% | -5.5% | -0.8% |
| 7D | +4.0% | +11.8% | -7.8% | +3.1% |
| 30D | -2.4% | -7.0% | +4.6% | -2.0% |
| 3M | +2.7% | +3.3% | -0.6% | +1.6% |
| 6M | +21.9% | +57.4% | -35.6% | +16.1% |
| YTD | +24.7% | +118.6% | -93.8% | +15.2% |
| 1Y | +35.4% | +150.2% | -114.8% | +23.0% |
| 3Y | +65.2% | +160.7% | -95.5% | +41.0% |
| 5Y | +30.5% | +51.2% | -20.6% | +13.2% |
| 10Y | +40.4% | -0.7% | +41.0% | +22.4% |
| All | +1,446.7% | +1,485.7% | -39.0% | +939.4% |
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