-67.8%
VFC vs VSAT
+36.9%
-104.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | -1.4% | +12.5% | -13.9% | -3.8% |
| 30D | +30.7% | +11.0% | +19.7% | +26.8% |
| 3M | +40.6% | -11.1% | +51.8% | +41.5% |
| 6M | +16.5% | +2.8% | +13.7% | +11.4% |
| YTD | +16.2% | +118.0% | -101.8% | -6.8% |
| 1Y | +42.4% | +97.1% | -54.7% | +15.9% |
| 3Y | +48.1% | +296.8% | -248.8% | -9.0% |
| 5Y | -67.8% | +38.7% | -106.5% | -77.4% |
| All | -67.8% | +36.9% | -104.7% | -77.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling