-16.0%
VSAT vs VIG
+262.6%
-278.6%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -4.9% | -5.0% |
| 7D | +5.9% | +3.5% | +2.4% | +1.0% |
| 30D | +9.7% | +4.9% | +4.8% | +2.3% |
| 3M | -18.3% | +2.5% | -20.8% | -21.1% |
| 6M | -4.1% | +11.0% | -15.1% | -16.9% |
| YTD | +96.5% | +16.0% | +80.5% | +62.2% |
| 1Y | +89.3% | +17.5% | +71.7% | +54.2% |
| 3Y | +270.1% | +67.0% | +203.1% | +95.1% |
| 5Y | +26.4% | +64.8% | -38.4% | -31.5% |
| All | -16.0% | +262.6% | -278.6% | -80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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