+75.1%
ITOT vs VSAT
+51.7%
+23.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.2% |
| 3M | +3.6% | +2.2% | +1.4% | +2.6% |
| 6M | +13.7% | +60.2% | -46.5% | +7.7% |
| YTD | +12.9% | +115.6% | -102.7% | +3.7% |
| 1Y | +17.2% | +132.9% | -115.7% | +6.4% |
| 3Y | +75.6% | +216.1% | -140.5% | +46.5% |
| All | +75.1% | +51.7% | +23.4% | +45.6% |
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 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