+142.5%
XLC vs VSAT
+17.9%
+124.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.0% | -6.2% | -1.7% |
| 7D | -0.8% | +11.8% | -12.7% | -2.0% |
| 30D | +1.0% | -7.0% | +8.1% | +1.6% |
| 3M | -0.7% | +3.3% | -4.0% | -2.2% |
| 6M | -5.1% | +57.4% | -62.6% | -11.5% |
| YTD | -4.3% | +118.6% | -122.9% | -14.5% |
| 1Y | -0.6% | +150.2% | -150.8% | -13.3% |
| 3Y | +72.7% | +160.7% | -88.0% | +39.7% |
| 5Y | +38.0% | +51.2% | -13.2% | +15.0% |
| All | +142.5% | +17.9% | +124.6% | +96.7% |
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