+533.2%
XYZ vs VSAT
+23.6%
+509.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.0% | -5.8% | -2.0% |
| 7D | -1.0% | +11.8% | -12.8% | -3.7% |
| 30D | -1.7% | -7.0% | +5.3% | -0.3% |
| 3M | +16.7% | +3.3% | +13.5% | +12.3% |
| 6M | +26.9% | +57.4% | -30.6% | +7.4% |
| YTD | +27.1% | +118.6% | -91.4% | -3.2% |
| 1Y | +9.3% | +150.2% | -141.0% | -21.4% |
| 3Y | +42.3% | +160.7% | -118.4% | -15.4% |
| 5Y | -69.3% | +51.2% | -120.5% | -79.7% |
| 10Y | +586.8% | -0.7% | +587.5% | +384.3% |
| All | +533.2% | +23.6% | +509.6% | +291.3% |
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