+102.9%
XLP vs VSAT
+3.3%
+99.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.2% | -3.9% | -0.8% |
| 7D | -1.4% | +17.3% | -18.7% | -2.2% |
| 30D | -1.3% | -3.3% | +2.0% | -1.2% |
| 3M | +1.8% | +18.7% | -16.9% | +0.3% |
| 6M | -0.8% | +77.6% | -78.4% | -4.8% |
| YTD | +9.5% | +125.6% | -116.1% | +3.3% |
| 1Y | +7.2% | +158.3% | -151.1% | -0.2% |
| 3Y | +27.1% | +226.1% | -199.0% | +11.8% |
| 5Y | +32.0% | +54.7% | -22.6% | +20.5% |
| 10Y | +102.9% | +3.5% | +99.4% | +85.3% |
| All | +102.9% | +3.3% | +99.6% | +85.3% |
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