+2,623.0%
NOC vs VSAT
+1,399.8%
+1,223.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.6% |
| 6M | -0.8% | +0.4% | -1.1% | -2.2% |
| YTD | -2.5% | +106.7% | -109.3% | -9.7% |
| 1Y | -0.1% | +89.9% | -90.0% | -7.1% |
| 3Y | +24.6% | +276.3% | -251.7% | +3.9% |
| 5Y | +65.6% | +32.9% | +32.7% | +45.7% |
| 10Y | +160.5% | -12.2% | +172.8% | +129.5% |
| All | +2,623.0% | +1,399.8% | +1,223.2% | +1,837.7% |
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