+891.0%
XLV vs VSAT
+1,503.9%
-612.9%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.1% | -0.8% |
| 7D | -4.4% | +3.4% | -7.8% | -4.7% |
| 30D | -1.4% | -12.2% | +10.8% | -0.4% |
| 3M | +8.9% | +20.6% | -11.8% | +5.8% |
| 6M | +9.1% | +60.2% | -51.1% | +2.5% |
| YTD | +7.9% | +115.3% | -107.3% | -2.1% |
| 1Y | +22.7% | +154.6% | -131.8% | +8.7% |
| 3Y | +31.9% | +211.2% | -179.2% | +6.2% |
| 5Y | +34.9% | +52.7% | -17.8% | +12.7% |
| 10Y | +173.9% | +2.9% | +171.0% | +129.5% |
| All | +891.0% | +1,503.9% | -612.9% | +483.2% |
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