+151.4%
EXE vs VSAT
+20.4%
+131.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.2% | +4.9% | +0.1% |
| 7D | +3.6% | +20.0% | -16.4% | +2.0% |
| 30D | -4.3% | +6.5% | -10.8% | -5.1% |
| 3M | -7.7% | -18.3% | +10.7% | -6.7% |
| 6M | -7.2% | +0.4% | -7.6% | -8.7% |
| YTD | -18.5% | +106.7% | -125.2% | -25.8% |
| 1Y | -24.4% | +89.9% | -114.2% | -30.8% |
| 3Y | +21.6% | +276.3% | -254.8% | -4.9% |
| 5Y | +77.3% | +32.9% | +44.4% | +57.6% |
| All | +151.4% | +20.4% | +131.0% | +123.9% |
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