+108.1%
XLRE vs VSAT
+3.4%
+104.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.9% | +5.8% | -0.4% |
| 7D | -0.7% | +3.5% | -4.2% | -1.1% |
| 30D | -2.2% | -14.7% | +12.5% | -0.7% |
| 3M | -2.6% | +13.2% | -15.8% | -5.3% |
| 6M | +2.6% | +57.4% | -54.8% | -4.8% |
| YTD | +9.3% | +110.0% | -100.7% | -2.7% |
| 1Y | +7.2% | +134.4% | -127.2% | -6.7% |
| 3Y | +31.3% | +203.5% | -172.2% | +1.2% |
| 5Y | +8.1% | +47.1% | -39.0% | -11.0% |
| 10Y | +88.9% | +0.4% | +88.6% | +48.2% |
| All | +108.1% | +3.4% | +104.7% | +58.9% |
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