+1,594.6%
XOM vs VSAT
+1,536.8%
+57.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.5% | +0.4% |
| 7D | -2.4% | +17.3% | -19.7% | -3.9% |
| 30D | +5.7% | -3.3% | +8.9% | +5.8% |
| 3M | +6.6% | +18.7% | -12.2% | +3.6% |
| 6M | +7.7% | +77.6% | -69.9% | -0.5% |
| YTD | +36.2% | +125.6% | -89.4% | +21.9% |
| 1Y | +50.5% | +158.3% | -107.8% | +31.7% |
| 3Y | +53.4% | +226.1% | -172.8% | +21.0% |
| 5Y | +254.2% | +54.7% | +199.5% | +193.0% |
| 10Y | +177.9% | +3.5% | +174.4% | +132.0% |
| All | +1,594.6% | +1,536.8% | +57.8% | +1,054.0% |
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