+42.0%
XLP vs VSAT
-0.1%
+42.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +7.7% | -9.0% | -1.4% |
| 7D | +0.7% | -17.0% | +17.7% | +1.0% |
| 30D | +10.3% | -9.8% | +20.0% | +10.3% |
| 3M | +6.5% | -22.0% | +28.5% | +6.9% |
| 6M | +8.4% | -5.0% | +13.4% | +7.9% |
| YTD | +18.2% | +85.6% | -67.4% | +15.4% |
| 1Y | +22.4% | +80.2% | -57.8% | +19.5% |
| 3Y | +41.9% | +250.0% | -208.1% | +32.5% |
| All | +42.0% | -0.1% | +42.1% | +39.4% |
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