+222.2%
ACWI vs VSAT
+2.6%
+219.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +16.3% | -13.7% | +0.8% |
| 7D | +0.3% | +0.4% | 0.0% | 0.0% |
| 30D | -2.8% | +3.3% | -6.1% | -3.7% |
| 3M | -3.2% | -7.5% | +4.3% | -3.1% |
| 6M | +1.3% | +6.2% | -4.9% | -1.5% |
| YTD | +11.2% | +115.8% | -104.6% | -1.7% |
| 1Y | +13.8% | +107.7% | -93.9% | +0.6% |
| 3Y | +76.2% | +292.0% | -215.8% | +31.2% |
| 5Y | +59.5% | +35.3% | +24.2% | +35.1% |
| 10Y | +222.2% | -5.2% | +227.4% | +159.6% |
| All | +222.2% | +2.6% | +219.6% | +159.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling