+1,117.4%
XLI vs VSAT
+1,528.5%
-411.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.0% | -4.6% | -0.3% |
| 7D | -1.1% | +11.8% | -12.9% | -2.7% |
| 30D | -5.9% | -7.0% | +1.1% | -5.1% |
| 3M | -0.3% | +3.3% | -3.5% | -2.2% |
| 6M | +0.1% | +57.4% | -57.3% | -8.7% |
| YTD | +13.6% | +118.6% | -105.0% | -2.2% |
| 1Y | +17.2% | +150.2% | -133.0% | -2.2% |
| 3Y | +68.2% | +160.7% | -92.5% | +24.7% |
| 5Y | +80.7% | +51.2% | +29.5% | +38.4% |
| 10Y | +253.3% | -0.7% | +253.9% | +176.0% |
| All | +1,117.4% | +1,528.5% | -411.1% | +538.5% |
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