+141.3%
XLC vs VSAT
+16.1%
+125.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -1.9% | +0.4% |
| 7D | -1.7% | +3.4% | -5.1% | -2.0% |
| 30D | +0.2% | -12.2% | +12.4% | +1.4% |
| 3M | +0.7% | +20.6% | -19.9% | -2.5% |
| 6M | -4.5% | +60.2% | -64.6% | -11.0% |
| YTD | -4.7% | +115.3% | -120.0% | -14.8% |
| 1Y | -1.5% | +154.6% | -156.1% | -14.3% |
| 3Y | +72.2% | +211.2% | -138.9% | +34.9% |
| 5Y | +39.3% | +52.7% | -13.4% | +15.6% |
| All | +141.3% | +16.1% | +125.2% | +96.0% |
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