+226.1%
VSAT vs NWSA
+44.8%
+181.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.9% | +5.1% | +4.4% |
| 7D | +17.3% | -2.6% | +19.9% | +19.1% |
| 30D | -3.3% | +4.6% | -7.8% | -6.3% |
| 3M | +18.7% | +10.2% | +8.5% | +9.0% |
| 6M | +77.6% | +21.6% | +55.9% | +47.9% |
| YTD | +125.6% | +14.6% | +111.0% | +96.7% |
| 1Y | +158.3% | +0.4% | +157.9% | +160.6% |
| 3Y | +226.1% | +45.0% | +181.1% | +92.1% |
| All | +226.1% | +44.8% | +181.4% | +92.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling