+80.4%
XLI vs VSAT
+50.0%
+30.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.2% | -0.9% |
| 7D | -2.3% | +3.4% | -5.7% | -2.6% |
| 30D | -8.2% | -12.2% | +4.1% | -7.2% |
| 3M | +0.8% | +20.6% | -19.8% | -1.7% |
| 6M | +0.8% | +60.2% | -59.3% | -4.5% |
| YTD | +10.5% | +115.3% | -104.7% | +1.5% |
| 1Y | +14.1% | +154.6% | -140.4% | +2.8% |
| 3Y | +68.6% | +211.2% | -142.6% | +40.9% |
| 5Y | +80.4% | +52.7% | +27.7% | +49.1% |
| All | +80.4% | +50.0% | +30.4% | +49.1% |
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 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