-2.0%
STZ vs VSAT
-8.5%
+6.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -11.1% | +10.5% | -1.9% |
| 7D | +11.8% | -23.9% | +35.6% | +8.6% |
| 30D | +26.0% | -20.2% | +46.1% | +23.8% |
| 3M | +11.5% | -26.7% | +38.3% | +9.2% |
| 6M | -2.0% | -9.4% | +7.5% | -2.3% |
| All | -2.0% | -8.5% | +6.5% | -2.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling