+6.3%
VSAT vs NWSA
+127.4%
-121.1%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.8% | +6.8% | +6.0% |
| 7D | +11.8% | -1.9% | +13.7% | +12.9% |
| 30D | -7.0% | +4.6% | -11.6% | -9.6% |
| 3M | +3.3% | +13.2% | -9.9% | -5.7% |
| 6M | +57.4% | +27.0% | +30.4% | +33.4% |
| YTD | +118.6% | +16.8% | +101.7% | +92.9% |
| 1Y | +150.2% | +4.5% | +145.7% | +136.3% |
| 3Y | +160.7% | +46.2% | +114.5% | +105.8% |
| 5Y | +51.2% | +40.9% | +10.3% | +18.7% |
| 10Y | -0.7% | +145.1% | -145.8% | -44.6% |
| All | +6.3% | +127.4% | -121.1% | -39.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling