+156.8%
NOC vs VSAT
-11.9%
+168.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.2% | +4.8% | +0.1% |
| 7D | +4.5% | +20.0% | -15.4% | +3.0% |
| 30D | +14.1% | +6.5% | +7.6% | +13.2% |
| 3M | -4.5% | -18.3% | +13.9% | -3.5% |
| 6M | -0.8% | +0.4% | -1.1% | -2.2% |
| YTD | -2.5% | +106.7% | -109.3% | -9.9% |
| 1Y | -0.1% | +89.9% | -90.0% | -7.3% |
| 3Y | +24.6% | +276.3% | -251.7% | +3.0% |
| 5Y | +65.6% | +32.9% | +32.7% | +48.4% |
| All | +156.8% | -11.9% | +168.7% | +128.2% |
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 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