+64.7%
IVZ vs VSAT
+0.3%
+64.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.0% | -3.9% | -0.1% |
| 7D | +0.6% | +11.8% | -11.2% | -2.0% |
| 30D | +4.0% | -7.0% | +11.0% | +5.4% |
| 3M | +18.2% | +3.3% | +14.9% | +14.5% |
| 6M | +32.8% | +57.4% | -24.6% | +14.4% |
| YTD | +28.7% | +118.6% | -89.8% | +1.0% |
| 1Y | +55.4% | +150.2% | -94.9% | +15.6% |
| 3Y | +135.2% | +160.7% | -25.5% | +47.5% |
| 5Y | +64.2% | +51.2% | +13.0% | +9.8% |
| All | +64.7% | +0.3% | +64.4% | +14.7% |
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