+29.0%
NOC vs VSAT
+219.7%
-190.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.5% | +0.6% |
| 7D | -2.7% | +17.3% | -20.0% | -3.4% |
| 30D | -8.9% | -3.3% | -5.6% | -8.8% |
| 3M | -3.7% | +18.7% | -22.4% | -4.9% |
| 6M | -30.8% | +77.6% | -108.4% | -33.1% |
| YTD | -7.9% | +125.6% | -133.6% | -11.9% |
| 1Y | -9.4% | +158.3% | -167.7% | -13.9% |
| 3Y | +29.0% | +226.1% | -197.2% | +15.4% |
| All | +29.0% | +219.7% | -190.7% | +15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling