+0.4%
VSAT vs EXEL
+378.5%
-378.1%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.1% | -8.1% | -7.2% |
| 7D | +3.5% | -0.3% | +3.8% | +3.5% |
| 30D | -14.7% | +10.1% | -24.8% | -16.7% |
| 3M | +13.2% | +10.1% | +3.1% | +10.3% |
| 6M | +57.4% | +37.7% | +19.7% | +45.3% |
| YTD | +110.0% | +33.1% | +76.9% | +94.7% |
| 1Y | +134.4% | +52.4% | +82.0% | +109.8% |
| 3Y | +203.5% | +163.8% | +39.7% | +136.7% |
| 5Y | +47.1% | +198.5% | -151.4% | +10.4% |
| 10Y | +0.4% | +386.9% | -386.5% | -37.0% |
| All | +0.4% | +378.5% | -378.1% | -37.0% |
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