+2,252.3%
ITW vs VSAT
+1,536.8%
+715.5%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.2% | -3.8% | -0.9% |
| 7D | -0.4% | +17.3% | -17.7% | -2.4% |
| 30D | -9.4% | -3.3% | -6.2% | -9.2% |
| 3M | +7.1% | +18.7% | -11.6% | +3.4% |
| 6M | -1.9% | +77.6% | -79.4% | -11.0% |
| YTD | +10.4% | +125.6% | -115.2% | -3.6% |
| 1Y | +3.3% | +158.3% | -155.0% | -12.3% |
| 3Y | +21.0% | +226.1% | -205.1% | -9.7% |
| 5Y | +36.3% | +54.7% | -18.4% | +7.8% |
| 10Y | +185.8% | +3.5% | +182.3% | +128.9% |
| All | +2,252.3% | +1,536.8% | +715.5% | +1,293.6% |
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 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