+237.8%
XME vs VSAT
+196.2%
+41.6%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.0% | -4.8% | -1.3% |
| 7D | -0.1% | +11.8% | -11.9% | -3.4% |
| 30D | +6.0% | -7.0% | +13.0% | +8.0% |
| 3M | -7.7% | +3.3% | -11.0% | -11.1% |
| 6M | +1.0% | +57.4% | -56.5% | -16.2% |
| YTD | +14.6% | +118.6% | -103.9% | -15.2% |
| 1Y | +46.0% | +150.2% | -104.3% | +1.6% |
| 3Y | +127.0% | +160.7% | -33.7% | +22.2% |
| 5Y | +175.8% | +51.2% | +124.6% | +58.9% |
| 10Y | +414.6% | -0.7% | +415.3% | +215.9% |
| All | +237.8% | +196.2% | +41.6% | -18.4% |
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