+5,098.3%
STZ vs VSAT
+1,150.1%
+3,948.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -11.1% | +10.5% | +0.3% |
| 7D | +11.8% | -23.9% | +35.6% | +14.2% |
| 30D | +26.0% | -20.2% | +46.1% | +27.7% |
| 3M | +11.5% | -26.7% | +38.3% | +13.7% |
| 6M | -2.0% | -9.4% | +7.5% | -3.3% |
| YTD | +7.9% | +72.3% | -64.5% | -1.1% |
| 1Y | +13.9% | +56.6% | -42.7% | +5.1% |
| 3Y | -35.8% | +199.9% | -235.7% | -48.5% |
| 5Y | -28.4% | -11.4% | -17.1% | -37.2% |
| 10Y | +7.1% | -13.9% | +20.9% | -9.4% |
| All | +5,098.3% | +1,150.1% | +3,948.2% | +3,233.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling