-16.0%
VSAT vs EXEL
+320.7%
-336.7%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.2% | -3.7% | -4.7% |
| 7D | +5.9% | -0.8% | +6.7% | +6.2% |
| 30D | +9.7% | +13.1% | -3.4% | +6.9% |
| 3M | -18.3% | +36.3% | -54.6% | -23.9% |
| 6M | -4.1% | +34.5% | -38.6% | -10.6% |
| YTD | +96.5% | +57.4% | +39.1% | +75.4% |
| 1Y | +89.3% | +62.9% | +26.3% | +67.5% |
| 3Y | +270.1% | +229.5% | +40.5% | +175.3% |
| 5Y | +26.4% | +281.2% | -254.8% | -9.7% |
| All | -16.0% | +320.7% | -336.7% | -43.3% |
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 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