+55.4%
IOT vs VSAT
+67.5%
-12.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.2% |
| 7D | -4.5% | -1.3% | -3.2% | -4.4% |
| 30D | -2.4% | -14.8% | +12.4% | -0.4% |
| 3M | +19.0% | +2.2% | +16.8% | +16.7% |
| 6M | +19.6% | +60.2% | -40.5% | +6.9% |
| YTD | +8.3% | +115.6% | -107.4% | -9.1% |
| 1Y | -0.8% | +132.9% | -133.7% | -18.3% |
| 3Y | +24.4% | +216.1% | -191.7% | -12.2% |
| All | +55.4% | +67.5% | -12.1% | +27.8% |
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