+65.6%
XLF vs VSAT
+46.3%
+19.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.9% | +6.5% | 0.0% |
| 7D | -1.0% | +3.5% | -4.5% | -1.3% |
| 30D | -1.3% | -14.7% | +13.4% | -0.3% |
| 3M | +9.1% | +13.2% | -4.0% | +7.4% |
| 6M | +14.4% | +57.4% | -43.0% | +9.2% |
| YTD | +5.1% | +110.0% | -104.9% | -2.3% |
| 1Y | +8.6% | +134.4% | -125.8% | -0.3% |
| 3Y | +74.4% | +203.5% | -129.1% | +49.2% |
| All | +65.6% | +46.3% | +19.3% | +40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling