-68.7%
VFC vs VSAT
-3.0%
-65.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.9% | +4.7% | -0.6% |
| 7D | -2.3% | +3.5% | -5.8% | -3.2% |
| 30D | -13.4% | -14.7% | +1.3% | -10.3% |
| 3M | -23.7% | +13.2% | -36.9% | -28.0% |
| 6M | -24.5% | +57.4% | -81.8% | -35.2% |
| YTD | -27.8% | +110.0% | -137.8% | -43.4% |
| 1Y | -13.5% | +134.4% | -147.9% | -35.3% |
| 3Y | -27.1% | +203.5% | -230.6% | -56.4% |
| 5Y | -79.0% | +47.1% | -126.1% | -86.0% |
| 10Y | -68.7% | +0.4% | -69.1% | -80.2% |
| All | -68.7% | -3.0% | -65.7% | -80.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling