+1.5%
VSAT vs NWSA
+149.4%
-147.9%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | 0.0% |
| 7D | -1.3% | -2.8% | +1.5% | +0.3% |
| 30D | -14.8% | +3.0% | -17.8% | -16.6% |
| 3M | +2.2% | +12.3% | -10.1% | -6.8% |
| 6M | +60.2% | +21.9% | +38.3% | +37.1% |
| YTD | +115.6% | +13.6% | +102.1% | +91.1% |
| 1Y | +132.9% | +0.5% | +132.4% | +123.8% |
| 3Y | +216.1% | +43.8% | +172.3% | +144.7% |
| 5Y | +52.9% | +41.2% | +11.8% | +16.0% |
| All | +1.5% | +149.4% | -147.9% | -47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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