+392.1%
VNQ vs VSAT
+288.0%
+104.1%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.3% | -0.8% |
| 7D | -0.4% | +17.3% | -17.7% | -3.7% |
| 30D | -2.5% | -3.3% | +0.7% | -2.2% |
| 3M | +1.4% | +18.7% | -17.4% | -5.0% |
| 6M | +4.6% | +77.6% | -73.0% | -11.9% |
| YTD | +10.5% | +125.6% | -115.1% | -13.2% |
| 1Y | +8.4% | +158.3% | -149.9% | -19.2% |
| 3Y | +32.4% | +226.1% | -193.7% | -23.2% |
| 5Y | +5.5% | +54.7% | -49.2% | -31.8% |
| 10Y | +59.1% | +3.5% | +55.6% | +4.4% |
| All | +392.1% | +288.0% | +104.1% | +52.0% |
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