+35.0%
XLB vs VSAT
+45.0%
-9.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.9% | +5.9% | -0.5% |
| 7D | -2.9% | +3.5% | -6.4% | -3.2% |
| 30D | -3.4% | -14.7% | +11.3% | -2.2% |
| 3M | +1.6% | +13.2% | -11.6% | -0.3% |
| 6M | +3.6% | +57.4% | -53.7% | -1.6% |
| YTD | +14.2% | +110.0% | -95.7% | +5.4% |
| 1Y | +15.6% | +134.4% | -118.8% | +5.1% |
| 3Y | +33.1% | +203.5% | -170.4% | +11.9% |
| 5Y | +35.0% | +47.1% | -12.1% | +11.5% |
| All | +35.0% | +45.0% | -9.9% | +11.5% |
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