-6.0%
VSAT vs EXEL
+363.4%
-369.5%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.0% |
| 7D | -0.5% | -2.4% | +1.9% | +0.2% |
| 30D | +4.0% | +17.9% | -14.0% | +0.2% |
| 3M | -11.8% | +33.3% | -45.0% | -17.5% |
| 6M | +6.9% | +46.6% | -39.6% | -2.4% |
| YTD | +117.2% | +61.0% | +56.2% | +92.8% |
| 1Y | +102.4% | +70.4% | +32.0% | +77.3% |
| 3Y | +295.5% | +236.1% | +59.4% | +192.7% |
| 5Y | +37.0% | +284.8% | -247.8% | -2.5% |
| 10Y | -6.0% | +348.4% | -354.4% | -37.7% |
| All | -6.0% | +363.4% | -369.5% | -37.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling