+75.6%
ITOT vs VSAT
+207.8%
-132.2%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.7% | +0.8% |
| 7D | -0.9% | -1.3% | +0.4% | -0.8% |
| 30D | -1.5% | -14.8% | +13.4% | -0.5% |
| 3M | +3.6% | +2.2% | +1.4% | +2.8% |
| 6M | +13.7% | +60.2% | -46.5% | +9.0% |
| YTD | +12.9% | +115.6% | -102.7% | +5.8% |
| 1Y | +17.2% | +132.9% | -115.7% | +8.8% |
| 3Y | +75.6% | +216.1% | -140.5% | +55.3% |
| All | +75.6% | +207.8% | -132.2% | +55.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling