+309.6%
IVV vs VSAT
+2.6%
+307.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +16.3% | -13.9% | +0.5% |
| 7D | +0.1% | +0.4% | -0.3% | -0.2% |
| 30D | -3.3% | +3.3% | -6.6% | -4.2% |
| 3M | -2.4% | -7.5% | +5.1% | -2.3% |
| 6M | +2.6% | +6.2% | -3.6% | -0.3% |
| YTD | +11.3% | +115.8% | -104.5% | -1.9% |
| 1Y | +13.4% | +107.7% | -94.2% | 0.0% |
| 3Y | +80.3% | +292.0% | -211.8% | +33.1% |
| 5Y | +72.7% | +35.3% | +37.4% | +45.8% |
| 10Y | +309.6% | -5.2% | +314.8% | +228.0% |
| All | +309.6% | +2.6% | +307.1% | +228.0% |
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