-7.5%
NOC vs VSAT
+85.9%
-93.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -11.2% | +6.7% | -3.8% |
| 7D | -5.0% | -14.7% | +9.7% | -4.0% |
| 30D | +10.3% | -4.3% | +14.6% | +10.6% |
| 3M | -4.3% | -22.5% | +18.2% | -2.7% |
| 6M | -6.5% | +4.7% | -11.2% | -8.4% |
| YTD | -6.7% | +93.8% | -100.6% | -15.4% |
| 1Y | -7.5% | +79.8% | -87.3% | -16.2% |
| All | -7.5% | +85.9% | -93.4% | -16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling