+508.9%
XLP vs VSAT
+1,528.5%
-1,019.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.0% | -5.8% | -1.1% |
| 7D | -1.0% | +11.8% | -12.8% | -1.6% |
| 30D | -0.9% | -7.0% | +6.2% | -0.6% |
| 3M | +3.8% | +3.3% | +0.5% | +3.0% |
| 6M | -1.7% | +57.4% | -59.2% | -5.1% |
| YTD | +10.3% | +118.6% | -108.3% | +4.2% |
| 1Y | +7.8% | +150.2% | -142.4% | +0.6% |
| 3Y | +27.2% | +160.7% | -133.5% | +13.7% |
| 5Y | +32.5% | +51.2% | -18.7% | +19.8% |
| 10Y | +101.8% | -0.7% | +102.5% | +82.3% |
| All | +508.9% | +1,528.5% | -1,019.6% | +383.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling