+143.6%
VMC vs VSAT
+3.1%
+140.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.2% | -0.1% |
| 7D | -3.7% | +3.4% | -7.1% | -4.2% |
| 30D | -12.8% | -12.2% | -0.5% | -11.3% |
| 3M | -7.9% | +20.6% | -28.5% | -12.0% |
| 6M | -7.5% | +60.2% | -67.7% | -16.3% |
| YTD | -11.6% | +115.3% | -126.9% | -24.0% |
| 1Y | -14.3% | +154.6% | -168.8% | -29.0% |
| 3Y | +18.5% | +211.2% | -192.7% | -15.1% |
| 5Y | +46.8% | +52.7% | -5.9% | +13.3% |
| All | +143.6% | +3.1% | +140.5% | +90.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling