+432.8%
XYL vs VSAT
+102.1%
+330.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.0% | -7.1% | -2.8% |
| 7D | -5.0% | +11.8% | -16.8% | -6.7% |
| 30D | -13.2% | -7.0% | -6.2% | -12.4% |
| 3M | -3.7% | +3.3% | -7.0% | -5.8% |
| 6M | -17.7% | +57.4% | -75.1% | -25.5% |
| YTD | -21.5% | +118.6% | -140.1% | -33.3% |
| 1Y | -24.5% | +150.2% | -174.7% | -38.0% |
| 3Y | +6.9% | +160.7% | -153.8% | -21.9% |
| 5Y | -18.1% | +51.2% | -69.3% | -38.0% |
| 10Y | +134.7% | -0.7% | +135.4% | +78.8% |
| All | +432.8% | +102.1% | +330.7% | +256.0% |
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