+313.4%
IVV vs VSAT
-5.6%
+318.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +0.9% | +1.2% |
| 7D | -0.9% | +12.5% | -13.4% | -2.4% |
| 30D | -2.3% | +11.0% | -13.4% | -4.0% |
| 3M | -1.2% | -11.1% | +10.0% | -0.6% |
| 6M | +3.3% | +2.8% | +0.5% | +0.8% |
| YTD | +12.3% | +118.0% | -105.7% | -1.1% |
| 1Y | +12.5% | +97.1% | -84.6% | -0.1% |
| 3Y | +79.2% | +296.8% | -217.7% | +32.0% |
| 5Y | +75.6% | +38.7% | +37.0% | +47.5% |
| 10Y | +313.4% | -7.4% | +320.8% | +231.0% |
| All | +313.4% | -5.6% | +318.9% | +231.0% |
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