+855.0%
EXPE vs VSAT
+243.8%
+611.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.0% | -6.7% | -2.9% |
| 7D | -9.5% | +11.8% | -21.3% | -12.1% |
| 30D | -6.6% | -7.0% | +0.4% | -5.4% |
| 3M | +31.4% | +3.3% | +28.1% | +25.6% |
| 6M | +35.2% | +57.4% | -22.3% | +12.5% |
| YTD | +5.8% | +118.6% | -112.8% | -21.0% |
| 1Y | +38.7% | +150.2% | -111.6% | -2.4% |
| 3Y | +175.8% | +160.7% | +15.1% | +54.1% |
| 5Y | +111.8% | +51.2% | +60.7% | +26.4% |
| 10Y | +179.7% | -0.7% | +180.4% | +77.3% |
| All | +855.0% | +243.8% | +611.2% | +221.0% |
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