+640.9%
XLU vs VSAT
+1,464.5%
-823.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.9% | +5.8% | -0.6% |
| 7D | +0.6% | +3.5% | -2.9% | +0.3% |
| 30D | -0.4% | -14.7% | +14.3% | +0.7% |
| 3M | -1.7% | +13.2% | -14.9% | -3.5% |
| 6M | -7.1% | +57.4% | -64.5% | -11.6% |
| YTD | +1.9% | +110.0% | -108.0% | -5.6% |
| 1Y | +6.1% | +134.4% | -128.3% | -3.2% |
| 3Y | +48.8% | +203.5% | -154.8% | +25.1% |
| 5Y | +43.8% | +47.1% | -3.3% | +25.0% |
| 10Y | +143.2% | +0.4% | +142.8% | +110.7% |
| All | +640.9% | +1,464.5% | -823.6% | +432.0% |
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