+79.8%
VSAT vs EXEL
+92.4%
-12.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | +0.6% | -11.8% | -11.3% |
| 7D | -14.7% | +9.8% | -24.4% | -15.9% |
| 30D | -4.3% | +23.6% | -27.9% | -7.6% |
| 3M | -22.5% | +29.9% | -52.4% | -25.9% |
| 6M | +4.7% | +64.7% | -60.1% | -4.4% |
| YTD | +93.8% | +66.0% | +27.8% | +72.9% |
| 1Y | +79.8% | +92.0% | -12.1% | +42.3% |
| All | +79.8% | +92.4% | -12.6% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling