+5.7%
IYR vs VSAT
+45.0%
-39.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.9% | +5.8% | -0.6% |
| 7D | -0.9% | +3.5% | -4.4% | -1.2% |
| 30D | -2.4% | -14.7% | +12.3% | -1.4% |
| 3M | -2.0% | +13.2% | -15.2% | -3.8% |
| 6M | +2.5% | +57.4% | -54.9% | -2.4% |
| YTD | +8.3% | +110.0% | -101.7% | +0.4% |
| 1Y | +6.5% | +134.4% | -127.9% | -2.8% |
| 3Y | +29.3% | +203.5% | -174.2% | +9.5% |
| 5Y | +5.7% | +47.1% | -41.5% | -11.0% |
| All | +5.7% | +45.0% | -39.3% | -11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling