+177.0%
XME vs VSAT
+195.4%
-18.4%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.3% | +0.5% |
| 7D | +1.5% | +12.5% | -11.0% | -2.3% |
| 30D | -7.3% | +11.0% | -18.3% | -11.0% |
| 3M | -17.4% | -11.1% | -6.3% | -15.9% |
| 6M | -21.8% | +2.8% | -24.6% | -26.2% |
| YTD | -6.0% | +118.0% | -124.0% | -31.4% |
| 1Y | +3.8% | +97.1% | -93.3% | -22.5% |
| 3Y | +100.0% | +296.8% | -196.8% | -8.6% |
| 5Y | +116.1% | +38.7% | +77.4% | +30.5% |
| 10Y | +280.6% | -7.4% | +288.0% | +139.0% |
| All | +177.0% | +195.4% | -18.4% | -34.0% |
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