+142.9%
VMC vs VSAT
+0.6%
+142.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.9% | +3.7% | -2.3% |
| 7D | -5.3% | +3.5% | -8.8% | -5.8% |
| 30D | -12.3% | -14.7% | +2.4% | -10.4% |
| 3M | -10.3% | +13.2% | -23.4% | -13.4% |
| 6M | -8.6% | +57.4% | -65.9% | -17.0% |
| YTD | -11.9% | +110.0% | -121.9% | -24.0% |
| 1Y | -13.9% | +134.4% | -148.3% | -27.8% |
| 3Y | +18.2% | +203.5% | -185.4% | -15.1% |
| 5Y | +47.7% | +47.1% | +0.6% | +14.9% |
| All | +142.9% | +0.6% | +142.3% | +90.7% |
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