-28.4%
STZ vs VSAT
-9.7%
-18.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -11.1% | +10.5% | -0.4% |
| 7D | +11.8% | -23.9% | +35.6% | +12.5% |
| 30D | +26.0% | -20.2% | +46.1% | +26.5% |
| 3M | +11.5% | -26.7% | +38.3% | +12.2% |
| 6M | -2.0% | -9.4% | +7.5% | -2.6% |
| YTD | +7.9% | +72.3% | -64.5% | +3.5% |
| 1Y | +13.9% | +56.6% | -42.7% | +9.6% |
| 3Y | -35.8% | +199.9% | -235.7% | -42.2% |
| 5Y | -28.4% | -11.4% | -17.1% | -32.5% |
| All | -28.4% | -9.7% | -18.7% | -32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling