+9.0%
STZ vs VSAT
-11.8%
+20.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +7.7% | -9.5% | -2.4% |
| 7D | +4.9% | -17.0% | +21.9% | +6.3% |
| 30D | +20.9% | -9.8% | +30.6% | +21.2% |
| 3M | +8.0% | -22.0% | +30.0% | +9.4% |
| 6M | -5.3% | -5.0% | -0.3% | -7.0% |
| YTD | +5.9% | +85.6% | -79.7% | -4.1% |
| 1Y | +14.2% | +80.2% | -66.0% | +3.3% |
| 3Y | -37.0% | +250.0% | -287.0% | -51.7% |
| 5Y | -29.7% | -4.6% | -25.2% | -35.2% |
| All | +9.0% | -11.8% | +20.8% | -15.0% |
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