+11.8%
STZ vs VSAT
-5.6%
+17.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.0% |
| 7D | -0.9% | +12.5% | -13.4% | -2.0% |
| 30D | +14.9% | +11.0% | +3.9% | +13.4% |
| 3M | +8.4% | -11.1% | +19.5% | +8.7% |
| 6M | +2.8% | +2.8% | 0.0% | +0.4% |
| YTD | +7.5% | +118.0% | -110.5% | -4.0% |
| 1Y | +12.5% | +97.1% | -84.6% | +1.2% |
| 3Y | -35.4% | +296.8% | -332.2% | -50.8% |
| 5Y | -29.3% | +38.7% | -68.0% | -38.9% |
| 10Y | +11.8% | -7.4% | +19.2% | -13.9% |
| All | +11.8% | -5.6% | +17.3% | -13.9% |
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