+700.6%
IYR vs VSAT
+209.0%
+491.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.0% | -5.7% | -1.5% |
| 7D | -1.2% | +11.8% | -13.0% | -2.9% |
| 30D | -2.9% | -7.0% | +4.2% | -2.0% |
| 3M | +0.8% | +3.3% | -2.4% | -1.6% |
| 6M | +1.9% | +57.4% | -55.6% | -7.9% |
| YTD | +9.6% | +118.6% | -108.9% | -6.7% |
| 1Y | +8.1% | +150.2% | -142.1% | -11.2% |
| 3Y | +29.2% | +160.7% | -131.5% | -6.6% |
| 5Y | +4.3% | +51.2% | -46.9% | -21.9% |
| 10Y | +64.7% | -0.7% | +65.4% | +25.5% |
| All | +700.6% | +209.0% | +491.6% | +360.2% |
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