+135.8%
XLC vs VSAT
+17.6%
+118.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.4% | +0.7% |
| 7D | +3.5% | +12.5% | -9.0% | +2.1% |
| 30D | -2.6% | +11.0% | -13.6% | -4.0% |
| 3M | -2.1% | -11.1% | +9.0% | -1.7% |
| 6M | -5.5% | +2.8% | -8.3% | -7.7% |
| YTD | -6.9% | +118.0% | -124.9% | -17.4% |
| 1Y | -3.7% | +97.1% | -100.8% | -13.9% |
| 3Y | +64.2% | +296.8% | -232.6% | +23.4% |
| 5Y | +43.0% | +38.7% | +4.4% | +21.5% |
| All | +135.8% | +17.6% | +118.2% | +90.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling