+65.6%
IYR vs VSAT
+3.1%
+62.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.5% | -3.4% | -1.2% |
| 7D | -2.8% | +3.4% | -6.3% | -3.3% |
| 30D | -2.5% | -12.2% | +9.7% | -1.3% |
| 3M | -3.0% | +20.6% | -23.6% | -6.5% |
| 6M | +1.6% | +60.2% | -58.5% | -6.3% |
| YTD | +7.3% | +115.3% | -108.0% | -5.5% |
| 1Y | +5.6% | +154.6% | -149.0% | -10.0% |
| 3Y | +28.1% | +211.2% | -183.0% | -3.4% |
| 5Y | +6.1% | +52.7% | -46.6% | -14.3% |
| All | +65.6% | +3.1% | +62.5% | +28.8% |
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