-63.9%
XYZ vs VSAT
-0.1%
-63.8%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.7% | -6.0% | +0.3% |
| 7D | +12.1% | -17.0% | +29.1% | +15.5% |
| 30D | +12.4% | -9.8% | +22.1% | +13.3% |
| 3M | +8.2% | -22.0% | +30.2% | +11.7% |
| 6M | +20.7% | -5.0% | +25.7% | +16.7% |
| YTD | +31.3% | +85.6% | -54.3% | +7.5% |
| 1Y | +20.5% | +80.2% | -59.7% | -1.5% |
| 3Y | +72.6% | +250.0% | -177.4% | +1.7% |
| All | -63.9% | -0.1% | -63.8% | -70.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling