-63.7%
XYZ vs VSAT
+25.1%
-88.8%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.9% | +7.8% | +3.8% |
| 7D | -1.1% | +5.9% | -6.9% | -2.3% |
| 30D | +11.5% | +9.7% | +1.8% | +8.1% |
| 3M | +1.8% | -18.3% | +20.1% | +4.1% |
| 6M | +21.2% | -4.1% | +25.3% | +16.9% |
| YTD | +29.9% | +96.5% | -66.6% | +5.1% |
| 1Y | +35.8% | +89.3% | -53.5% | +9.8% |
| 3Y | +62.6% | +270.1% | -207.5% | -5.1% |
| All | -63.7% | +25.1% | -88.8% | -70.9% |
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