+355.6%
VSAT vs EXEL
+273.2%
+82.4%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.2% | +5.2% | +5.1% |
| 7D | +11.8% | +8.4% | +3.4% | +10.1% |
| 30D | -7.0% | +4.1% | -11.1% | -8.0% |
| 3M | +3.3% | +12.4% | -9.1% | +0.7% |
| 6M | +57.4% | +41.5% | +15.9% | +46.6% |
| YTD | +118.6% | +34.6% | +83.9% | +104.9% |
| 1Y | +150.2% | +57.9% | +92.4% | +126.8% |
| 3Y | +160.7% | +159.5% | +1.2% | +112.5% |
| 5Y | +51.2% | +198.5% | -147.3% | +18.8% |
| 10Y | -0.7% | +411.4% | -412.0% | -36.0% |
| All | +355.6% | +273.2% | +82.4% | +63.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling