+422.3%
XLF vs VSAT
+1,528.5%
-1,106.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.0% | -5.8% | -1.6% |
| 7D | 0.0% | +11.8% | -11.8% | -1.8% |
| 30D | +0.2% | -7.0% | +7.2% | +1.1% |
| 3M | +11.7% | +3.3% | +8.4% | +9.0% |
| 6M | +13.8% | +57.4% | -43.6% | +2.2% |
| YTD | +7.0% | +118.6% | -111.6% | -10.1% |
| 1Y | +9.1% | +150.2% | -141.1% | -11.6% |
| 3Y | +75.6% | +160.7% | -85.1% | +23.8% |
| 5Y | +66.4% | +51.2% | +15.2% | +21.5% |
| 10Y | +250.3% | -0.7% | +250.9% | +163.3% |
| All | +422.3% | +1,528.5% | -1,106.3% | +152.6% |
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