+248.8%
XLF vs VSAT
+3.3%
+245.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -1.5% | -1.3% | -0.1% | -1.3% |
| 30D | -1.2% | -14.8% | +13.7% | +0.7% |
| 3M | +9.2% | +2.2% | +7.0% | +7.4% |
| 6M | +16.3% | +60.2% | -43.9% | +6.1% |
| YTD | +5.4% | +115.6% | -110.2% | -8.8% |
| 1Y | +7.6% | +132.9% | -125.3% | -8.9% |
| 3Y | +74.2% | +216.1% | -141.9% | +25.9% |
| 5Y | +66.1% | +52.9% | +13.2% | +29.9% |
| All | +248.8% | +3.3% | +245.5% | +168.9% |
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