+69.9%
XLI vs VSAT
+25.1%
+44.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.9% | +4.6% | +0.1% |
| 7D | +3.8% | +5.9% | -2.1% | +3.1% |
| 30D | +1.0% | +9.7% | -8.7% | -0.1% |
| 3M | -8.9% | -18.3% | +9.4% | -7.8% |
| 6M | -2.3% | -4.1% | +1.8% | -3.4% |
| YTD | +9.7% | +96.5% | -86.8% | +1.0% |
| 1Y | +12.3% | +89.3% | -77.0% | +3.5% |
| 3Y | +71.5% | +270.1% | -198.6% | +39.4% |
| All | +69.9% | +25.1% | +44.8% | +52.7% |
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