+895.5%
ITOT vs VSAT
+214.9%
+680.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.7% | +0.8% |
| 7D | -0.9% | -1.3% | +0.4% | -0.7% |
| 30D | -1.5% | -14.8% | +13.4% | +1.1% |
| 3M | +3.6% | +2.2% | +1.4% | +1.5% |
| 6M | +13.7% | +60.2% | -46.5% | +1.2% |
| YTD | +12.9% | +115.6% | -102.7% | -5.9% |
| 1Y | +17.2% | +132.9% | -115.7% | -5.0% |
| 3Y | +75.6% | +216.1% | -140.5% | +16.0% |
| 5Y | +75.5% | +52.9% | +22.5% | +25.9% |
| 10Y | +302.0% | +3.1% | +298.9% | +192.1% |
| All | +895.5% | +214.9% | +680.6% | +356.2% |
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