+46.7%
XLB vs VSAT
+280.2%
-233.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +16.3% | -14.4% | +0.9% |
| 7D | -1.4% | +0.4% | -1.7% | -1.6% |
| 30D | +7.1% | +3.3% | +3.8% | +6.6% |
| 3M | +0.6% | -7.5% | +8.1% | +0.6% |
| 6M | +3.5% | +6.2% | -2.8% | +1.9% |
| YTD | +18.2% | +115.8% | -97.6% | +10.6% |
| 1Y | +25.6% | +107.7% | -82.1% | +17.6% |
| 3Y | +46.7% | +292.0% | -245.4% | +26.0% |
| All | +46.7% | +280.2% | -233.6% | +26.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling