+178.7%
XHB vs VSAT
+196.0%
-17.2%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.0% | -4.1% | -0.3% |
| 7D | -1.3% | +11.8% | -13.1% | -4.1% |
| 30D | -6.9% | -7.0% | +0.2% | -5.5% |
| 3M | -1.3% | +3.3% | -4.5% | -4.9% |
| 6M | -6.8% | +57.4% | -64.2% | -21.2% |
| YTD | +0.7% | +118.6% | -117.8% | -23.3% |
| 1Y | -11.2% | +150.2% | -161.5% | -36.4% |
| 3Y | +25.3% | +160.7% | -135.4% | -28.3% |
| 5Y | +37.3% | +51.2% | -13.9% | -17.1% |
| 10Y | +211.5% | -0.7% | +212.2% | +97.2% |
| All | +178.7% | +196.0% | -17.2% | -19.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling