+128.8%
XLP vs VSAT
+2.6%
+126.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +16.3% | -15.4% | +0.2% |
| 7D | +0.1% | +0.4% | -0.3% | -0.1% |
| 30D | +8.9% | +3.3% | +5.7% | +8.5% |
| 3M | +7.5% | -7.5% | +15.0% | +7.5% |
| 6M | +9.4% | +6.2% | +3.2% | +7.9% |
| YTD | +19.3% | +115.8% | -96.6% | +12.4% |
| 1Y | +21.7% | +107.7% | -85.9% | +14.7% |
| 3Y | +44.0% | +292.0% | -248.1% | +24.2% |
| 5Y | +42.8% | +35.3% | +7.5% | +32.5% |
| 10Y | +128.8% | -5.2% | +134.0% | +103.7% |
| All | +128.8% | +2.6% | +126.2% | +103.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling