+776.1%
IVV vs VSAT
+258.1%
+518.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.0% | -5.4% | -1.1% |
| 7D | +0.1% | +11.8% | -11.7% | -1.5% |
| 30D | +0.1% | -7.0% | +7.1% | +0.9% |
| 3M | +2.0% | +3.3% | -1.3% | 0.0% |
| 6M | +13.0% | +57.4% | -44.4% | +3.0% |
| YTD | +13.6% | +118.6% | -105.0% | -2.4% |
| 1Y | +20.1% | +150.2% | -130.2% | -0.1% |
| 3Y | +77.6% | +160.7% | -83.1% | +31.0% |
| 5Y | +82.5% | +51.2% | +31.3% | +39.1% |
| 10Y | +316.5% | -0.7% | +317.2% | +222.3% |
| All | +776.1% | +258.1% | +518.0% | +372.4% |
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