+554.0%
XYZ vs VSAT
+4.9%
+549.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.7% | -6.0% | -0.1% |
| 7D | +12.1% | -17.0% | +29.1% | +16.4% |
| 30D | +12.4% | -9.8% | +22.1% | +13.5% |
| 3M | +8.2% | -22.0% | +30.2% | +12.6% |
| 6M | +20.7% | -5.0% | +25.7% | +15.6% |
| YTD | +31.3% | +85.6% | -54.3% | +2.2% |
| 1Y | +20.5% | +80.2% | -59.7% | -6.5% |
| 3Y | +72.6% | +250.0% | -177.4% | -11.0% |
| 5Y | -64.0% | -4.6% | -59.4% | -72.4% |
| 10Y | +601.8% | -7.2% | +609.0% | +380.6% |
| All | +554.0% | +4.9% | +549.1% | +313.1% |
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