+1,860.2%
VMC vs VSAT
+1,485.7%
+374.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.0% | -4.1% | +0.2% |
| 7D | -4.3% | +11.8% | -16.1% | -5.8% |
| 30D | -8.2% | -7.0% | -1.2% | -7.5% |
| 3M | -7.0% | +3.3% | -10.3% | -9.0% |
| 6M | -10.8% | +57.4% | -68.2% | -18.5% |
| YTD | -7.4% | +118.6% | -126.0% | -19.8% |
| 1Y | -9.5% | +150.2% | -159.7% | -24.0% |
| 3Y | +20.5% | +160.7% | -140.2% | -9.6% |
| 5Y | +51.6% | +51.2% | +0.4% | +17.2% |
| 10Y | +150.0% | -0.7% | +150.7% | +98.4% |
| All | +1,860.2% | +1,485.7% | +374.5% | +1,085.2% |
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 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