+226.1%
VSAT vs EXEL
+160.6%
+65.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.3% | +5.5% | +3.9% |
| 7D | +17.3% | +1.4% | +15.9% | +16.8% |
| 30D | -3.3% | +6.7% | -9.9% | -5.4% |
| 3M | +18.7% | +11.5% | +7.3% | +14.2% |
| 6M | +77.6% | +38.8% | +38.8% | +58.4% |
| YTD | +125.6% | +31.6% | +94.0% | +103.5% |
| 1Y | +158.3% | +53.0% | +105.3% | +119.3% |
| 3Y | +226.1% | +160.8% | +65.3% | +101.8% |
| All | +226.1% | +160.6% | +65.5% | +101.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling