+1,075.5%
XLI vs VSAT
+1,364.2%
-288.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.9% | +4.6% | +0.3% |
| 7D | +3.8% | +5.9% | -2.1% | +2.7% |
| 30D | +1.0% | +9.7% | -8.7% | -0.9% |
| 3M | -8.9% | -18.3% | +9.4% | -7.1% |
| 6M | -2.3% | -4.1% | +1.8% | -4.3% |
| YTD | +9.7% | +96.5% | -86.8% | -4.9% |
| 1Y | +12.3% | +89.3% | -77.0% | -2.5% |
| 3Y | +71.5% | +270.1% | -198.6% | +19.6% |
| 5Y | +70.2% | +26.4% | +43.8% | +33.6% |
| 10Y | +227.5% | -16.5% | +244.0% | +160.6% |
| All | +1,075.5% | +1,364.2% | -288.7% | +520.9% |
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