+98.0%
VCIT vs VSAT
+144.5%
-46.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.0% | -5.0% | -0.1% |
| 7D | -0.3% | +11.8% | -12.1% | -0.5% |
| 30D | -0.8% | -7.0% | +6.3% | -0.7% |
| 3M | -1.0% | +3.3% | -4.3% | -1.2% |
| 6M | -1.8% | +57.4% | -59.3% | -2.6% |
| YTD | -0.7% | +118.6% | -119.3% | -1.8% |
| 1Y | +1.0% | +150.2% | -149.3% | -0.4% |
| 3Y | +18.8% | +160.7% | -141.9% | +16.1% |
| 5Y | +3.5% | +51.2% | -47.7% | +1.1% |
| 10Y | +29.2% | -0.7% | +29.9% | +25.3% |
| All | +98.0% | +144.5% | -46.5% | +96.9% |
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