+189.8%
NOC vs VSAT
+3.1%
+186.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.5% | -1.9% | +0.5% |
| 7D | -1.8% | +3.4% | -5.2% | -2.1% |
| 30D | -9.4% | -12.2% | +2.8% | -8.6% |
| 3M | -3.8% | +20.6% | -24.5% | -6.0% |
| 6M | -28.8% | +60.2% | -88.9% | -32.4% |
| YTD | -7.9% | +115.3% | -123.1% | -14.9% |
| 1Y | -9.0% | +154.6% | -163.6% | -17.5% |
| 3Y | +29.1% | +211.2% | -182.1% | +8.7% |
| 5Y | +58.9% | +52.7% | +6.3% | +39.2% |
| All | +189.8% | +3.1% | +186.7% | +157.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling