-46.8%
STZ vs VSAT
+165.9%
-212.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.0% | -5.7% | -0.8% |
| 7D | -1.9% | +11.8% | -13.7% | -2.2% |
| 30D | -1.9% | -7.0% | +5.2% | -1.7% |
| 3M | -6.2% | +3.3% | -9.5% | -6.6% |
| 6M | -14.0% | +57.4% | -71.5% | -15.8% |
| YTD | -5.1% | +118.6% | -123.7% | -8.6% |
| 1Y | -9.6% | +150.2% | -159.8% | -13.5% |
| All | -46.8% | +165.9% | -212.7% | -49.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling