-8.7%
VSAT vs EXPD
+304.0%
-312.7%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -2.3% | +10.0% | +9.1% |
| 7D | -17.0% | -7.2% | -9.8% | -12.7% |
| 30D | -9.8% | -3.3% | -6.5% | -7.7% |
| 3M | -22.0% | +3.4% | -25.4% | -23.8% |
| 6M | -5.0% | +22.7% | -27.7% | -17.3% |
| YTD | +85.6% | +24.5% | +61.0% | +55.9% |
| 1Y | +80.2% | +38.6% | +41.5% | +40.2% |
| 3Y | +250.0% | +71.5% | +178.5% | +131.9% |
| 5Y | -4.6% | +56.2% | -60.8% | -34.2% |
| All | -8.7% | +304.0% | -312.7% | -62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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