+44.2%
XLU vs VSAT
+51.7%
-7.4%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -1.6% | -1.3% | -0.3% | -1.6% |
| 30D | -3.3% | -14.8% | +11.5% | -2.7% |
| 3M | -3.2% | +2.2% | -5.4% | -3.6% |
| 6M | -7.0% | +60.2% | -67.1% | -9.7% |
| YTD | +0.6% | +115.6% | -115.0% | -3.9% |
| 1Y | +2.4% | +132.9% | -130.4% | -2.9% |
| 3Y | +46.3% | +216.1% | -169.8% | +32.4% |
| All | +44.2% | +51.7% | -7.4% | +34.3% |
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