+833.6%
XLB vs VSAT
+1,508.0%
-674.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +16.3% | -14.4% | -0.2% |
| 7D | -1.4% | +0.4% | -1.7% | -1.8% |
| 30D | +7.1% | +3.3% | +3.8% | +5.9% |
| 3M | +0.6% | -7.5% | +8.1% | +0.6% |
| 6M | +3.5% | +6.2% | -2.8% | 0.0% |
| YTD | +18.2% | +115.8% | -97.6% | +2.7% |
| 1Y | +25.6% | +107.7% | -82.1% | +9.1% |
| 3Y | +46.7% | +292.0% | -245.4% | +5.5% |
| 5Y | +30.9% | +35.3% | -4.4% | +4.5% |
| 10Y | +167.7% | -5.2% | +172.9% | +113.9% |
| All | +833.6% | +1,508.0% | -674.4% | +436.3% |
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