+3.5%
VSAT vs COO
+43.7%
-40.2%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.7% | +6.0% | +4.7% |
| 7D | +17.3% | -2.3% | +19.6% | +18.6% |
| 30D | -3.3% | -8.8% | +5.5% | +1.3% |
| 3M | +18.7% | +1.3% | +17.4% | +16.7% |
| 6M | +77.6% | -11.6% | +89.1% | +86.5% |
| YTD | +125.6% | -17.4% | +143.0% | +146.5% |
| 1Y | +158.3% | -1.6% | +159.9% | +155.0% |
| 3Y | +226.1% | -22.6% | +248.8% | +257.6% |
| 5Y | +54.7% | -40.3% | +95.0% | +88.3% |
| 10Y | +3.5% | +45.2% | -41.7% | -13.2% |
| All | +3.5% | +43.7% | -40.2% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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