+56.7%
NOC vs VSAT
+45.0%
+11.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.9% | +6.4% | -0.2% |
| 7D | -1.6% | +3.5% | -5.1% | -1.8% |
| 30D | -10.4% | -14.7% | +4.3% | -9.7% |
| 3M | -5.6% | +13.2% | -18.8% | -6.7% |
| 6M | -30.4% | +57.4% | -87.8% | -32.6% |
| YTD | -8.5% | +110.0% | -118.5% | -12.8% |
| 1Y | -8.3% | +134.4% | -142.7% | -13.3% |
| 3Y | +28.2% | +203.5% | -175.3% | +15.7% |
| 5Y | +56.7% | +47.1% | +9.6% | +45.1% |
| All | +56.7% | +45.0% | +11.8% | +45.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling