+31.8%
XHB vs VSAT
+50.0%
-18.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.5% | -4.9% | -2.6% |
| 7D | -5.2% | +3.4% | -8.7% | -5.6% |
| 30D | -12.1% | -12.2% | +0.1% | -11.0% |
| 3M | -6.2% | +20.6% | -26.8% | -9.1% |
| 6M | -6.7% | +60.2% | -66.9% | -12.9% |
| YTD | -5.5% | +115.3% | -120.7% | -15.1% |
| 1Y | -15.6% | +154.6% | -170.2% | -26.2% |
| 3Y | +22.0% | +211.2% | -189.2% | -3.0% |
| 5Y | +31.8% | +52.7% | -20.8% | +1.9% |
| All | +31.8% | +50.0% | -18.1% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 5y: compounded portfolio wealth divided by compounded VSAT 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…
5y analysis · Full analysis span regression · 6 months rolling