+188.3%
ITW vs VSAT
+3.3%
+185.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | -0.7% | -1.3% | +0.6% | -0.6% |
| 30D | -8.3% | -14.8% | +6.5% | -6.6% |
| 3M | +6.0% | +2.2% | +3.8% | +4.4% |
| 6M | 0.0% | +60.2% | -60.2% | -8.8% |
| YTD | +10.2% | +115.6% | -105.4% | -4.5% |
| 1Y | +3.2% | +132.9% | -129.7% | -12.6% |
| 3Y | +21.0% | +216.1% | -195.1% | -12.3% |
| 5Y | +37.9% | +52.9% | -15.0% | +8.2% |
| All | +188.3% | +3.3% | +185.0% | +120.9% |
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