+552.8%
XLP vs VSAT
+1,282.7%
-729.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +7.7% | -9.0% | -1.7% |
| 7D | +0.7% | -17.0% | +17.7% | +1.6% |
| 30D | +10.3% | -9.8% | +20.0% | +10.5% |
| 3M | +6.5% | -22.0% | +28.5% | +7.4% |
| 6M | +8.4% | -5.0% | +13.4% | +7.4% |
| YTD | +18.2% | +85.6% | -67.4% | +12.3% |
| 1Y | +22.4% | +80.2% | -57.8% | +16.2% |
| 3Y | +41.9% | +250.0% | -208.1% | +24.1% |
| 5Y | +40.9% | -4.6% | +45.4% | +30.5% |
| 10Y | +128.4% | -7.2% | +135.6% | +106.3% |
| All | +552.8% | +1,282.7% | -729.9% | +420.7% |
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