-16.0%
VSAT vs NWSA
+148.1%
-164.1%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.7% | -7.6% | -6.5% |
| 7D | +5.9% | +2.2% | +3.7% | +4.5% |
| 30D | +9.7% | -8.8% | +18.5% | +14.9% |
| 3M | -18.3% | -6.5% | -11.8% | -16.3% |
| 6M | -4.1% | +1.5% | -5.6% | -8.8% |
| YTD | +96.5% | +4.0% | +92.5% | +81.0% |
| 1Y | +89.3% | +3.4% | +85.8% | +74.9% |
| 3Y | +270.1% | +34.8% | +235.2% | +191.8% |
| 5Y | +26.4% | +18.4% | +8.0% | +4.9% |
| All | -16.0% | +148.1% | -164.1% | -55.2% |
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