+429.4%
XLF vs VSAT
+1,364.2%
-934.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.9% | +5.7% | +1.6% |
| 7D | +2.7% | +5.9% | -3.2% | +1.5% |
| 30D | +7.6% | +9.7% | -2.1% | +5.1% |
| 3M | +1.1% | -18.3% | +19.4% | +2.9% |
| 6M | +15.9% | -4.1% | +19.9% | +12.5% |
| YTD | +8.4% | +96.5% | -88.1% | -8.4% |
| 1Y | +12.5% | +89.3% | -76.8% | -4.9% |
| 3Y | +81.6% | +270.1% | -188.5% | +19.0% |
| 5Y | +59.3% | +26.4% | +32.9% | +19.4% |
| 10Y | +225.4% | -16.5% | +242.0% | +149.1% |
| All | +429.4% | +1,364.2% | -934.9% | +157.3% |
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 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