+133.6%
XLC vs VSAT
+11.5%
+122.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.2% | +4.2% | -0.5% |
| 7D | +3.1% | +20.0% | -16.9% | +1.2% |
| 30D | -4.2% | +6.5% | -10.7% | -5.3% |
| 3M | -2.1% | -18.3% | +16.2% | -0.9% |
| 6M | -6.6% | +0.4% | -7.0% | -8.7% |
| YTD | -7.8% | +106.7% | -114.5% | -17.7% |
| 1Y | -4.1% | +89.9% | -94.0% | -13.9% |
| 3Y | +62.6% | +276.3% | -213.7% | +22.8% |
| 5Y | +39.6% | +32.9% | +6.7% | +18.9% |
| All | +133.6% | +11.5% | +122.1% | +89.2% |
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