+28.4%
XLY vs VSAT
+51.7%
-23.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | -1.7% | -1.3% | -0.4% | -1.6% |
| 30D | -4.2% | -14.8% | +10.6% | -2.8% |
| 3M | -2.7% | +2.2% | -4.9% | -3.8% |
| 6M | -0.6% | +60.2% | -60.8% | -6.7% |
| YTD | -5.0% | +115.6% | -120.7% | -13.9% |
| 1Y | -4.1% | +132.9% | -137.0% | -14.3% |
| 3Y | +33.6% | +216.1% | -182.5% | +8.0% |
| All | +28.4% | +51.7% | -23.3% | +6.5% |
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