+8.4%
XLP vs VSAT
-3.2%
+11.6%
-7.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +7.7% | -9.0% | -0.8% |
| 7D | +0.7% | -17.0% | +17.7% | -0.3% |
| 30D | +10.3% | -9.8% | +20.0% | +10.0% |
| 3M | +6.5% | -22.0% | +28.5% | +5.8% |
| 6M | +8.4% | -5.0% | +13.4% | +8.2% |
| All | +8.4% | -3.2% | +11.6% | +8.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling