+325.3%
VWO vs VSAT
+301.1%
+24.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.9% | +6.3% | +0.7% |
| 7D | +0.2% | +3.5% | -3.3% | -0.6% |
| 30D | +0.9% | -14.7% | +15.6% | +3.7% |
| 3M | +4.3% | +13.2% | -8.9% | -0.3% |
| 6M | +10.5% | +57.4% | -46.8% | -2.4% |
| YTD | +13.4% | +110.0% | -96.6% | -6.7% |
| 1Y | +18.6% | +134.4% | -115.8% | -6.1% |
| 3Y | +65.8% | +203.5% | -137.7% | +5.2% |
| 5Y | +35.2% | +47.1% | -11.9% | -6.8% |
| 10Y | +116.6% | +0.4% | +116.3% | +50.0% |
| All | +325.3% | +301.1% | +24.2% | +43.3% |
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