+741.9%
IWM vs VSAT
+231.1%
+510.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.7% | -6.7% | -0.6% |
| 7D | -2.0% | -17.0% | +14.9% | +1.5% |
| 30D | -1.5% | -9.8% | +8.3% | -0.2% |
| 3M | -8.0% | -22.0% | +14.0% | -4.4% |
| 6M | -4.1% | -5.0% | +0.9% | -6.9% |
| YTD | +11.9% | +85.6% | -73.6% | -8.1% |
| 1Y | +15.0% | +80.2% | -65.2% | -5.6% |
| 3Y | +64.2% | +250.0% | -185.8% | -2.1% |
| 5Y | +20.4% | -4.6% | +24.9% | -9.4% |
| 10Y | +168.0% | -7.2% | +175.2% | +89.5% |
| All | +741.9% | +231.1% | +510.8% | +283.1% |
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