+175.5%
IWM vs VSAT
+4.2%
+171.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.2% | -3.7% | -1.0% |
| 7D | +1.4% | +17.3% | -15.9% | -1.5% |
| 30D | -2.3% | -3.3% | +1.0% | -1.9% |
| 3M | +4.0% | +18.7% | -14.8% | -1.2% |
| 6M | +17.9% | +77.6% | -59.6% | +2.7% |
| YTD | +20.2% | +125.6% | -105.4% | -1.1% |
| 1Y | +25.0% | +158.3% | -133.3% | -1.1% |
| 3Y | +66.0% | +226.1% | -160.1% | +9.8% |
| 5Y | +40.0% | +54.7% | -14.6% | +3.3% |
| All | +175.5% | +4.2% | +171.3% | +102.4% |
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 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