+34.1%
XLP vs VSAT
+51.9%
-17.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.0% | -5.8% | -0.9% |
| 7D | -1.0% | +11.8% | -12.8% | -1.3% |
| 30D | -0.9% | -7.0% | +6.2% | -0.8% |
| 3M | +3.8% | +3.3% | +0.5% | +3.5% |
| 6M | -1.7% | +57.4% | -59.2% | -3.3% |
| YTD | +10.3% | +118.6% | -108.3% | +7.3% |
| 1Y | +7.8% | +150.2% | -142.4% | +4.3% |
| 3Y | +27.2% | +160.7% | -133.5% | +20.9% |
| All | +34.1% | +51.9% | -17.8% | +26.3% |
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 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