+149.1%
IWM vs VSAT
-18.7%
+167.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.7% | -6.7% | -0.4% |
| 7D | -2.0% | -17.0% | +14.9% | +1.0% |
| 30D | -1.5% | -9.8% | +8.3% | -0.3% |
| 3M | -8.0% | -22.0% | +14.0% | -4.9% |
| 6M | -4.1% | -5.0% | +0.9% | -6.4% |
| YTD | +11.9% | +85.6% | -73.6% | -5.4% |
| 1Y | +15.0% | +80.2% | -65.2% | -2.8% |
| 3Y | +64.2% | +250.0% | -185.8% | +5.2% |
| 5Y | +20.4% | -4.6% | +24.9% | +1.3% |
| All | +149.1% | -18.7% | +167.9% | +90.4% |
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