+1,024.7%
XLE vs VSAT
+1,528.5%
-503.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.0% | -5.9% | -1.5% |
| 7D | +2.2% | +11.8% | -9.6% | +0.7% |
| 30D | +11.8% | -7.0% | +18.8% | +12.6% |
| 3M | +9.8% | +3.3% | +6.5% | +7.5% |
| 6M | +15.6% | +57.4% | -41.9% | +5.4% |
| YTD | +45.3% | +118.6% | -73.3% | +25.4% |
| 1Y | +48.3% | +150.2% | -101.9% | +24.1% |
| 3Y | +55.4% | +160.7% | -105.3% | +16.2% |
| 5Y | +216.1% | +51.2% | +164.9% | +144.3% |
| 10Y | +178.4% | -0.7% | +179.1% | +120.5% |
| All | +1,024.7% | +1,528.5% | -503.8% | +649.1% |
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