+15.6%
XYL vs VSAT
+199.8%
-184.2%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.9% | +5.9% | -0.6% |
| 7D | +0.8% | +3.5% | -2.6% | +0.6% |
| 30D | -10.8% | -14.7% | +3.9% | -9.9% |
| 3M | -2.5% | +13.2% | -15.7% | -4.1% |
| 6M | -12.2% | +57.4% | -69.6% | -16.2% |
| YTD | -20.1% | +110.0% | -130.1% | -25.7% |
| 1Y | -20.6% | +134.4% | -155.1% | -27.2% |
| All | +15.6% | +199.8% | -184.2% | +0.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling