+2,453.7%
NOC vs VSAT
+1,485.7%
+968.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.0% | -7.5% | -2.9% |
| 7D | -5.2% | +11.8% | -17.0% | -6.0% |
| 30D | -7.2% | -7.0% | -0.2% | -6.8% |
| 3M | -5.1% | +3.3% | -8.4% | -6.1% |
| 6M | -31.1% | +57.4% | -88.5% | -34.3% |
| YTD | -8.6% | +118.6% | -127.2% | -15.3% |
| 1Y | -9.7% | +150.2% | -160.0% | -17.6% |
| 3Y | +24.3% | +160.7% | -136.4% | +6.9% |
| 5Y | +52.6% | +51.2% | +1.4% | +33.2% |
| 10Y | +183.6% | -0.7% | +184.3% | +148.6% |
| All | +2,453.7% | +1,485.7% | +968.0% | +1,718.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling