+1.3%
VSAT vs VIG
+247.5%
-246.2%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +3.2% |
| 7D | +3.4% | -2.2% | +5.7% | +6.9% |
| 30D | -12.2% | -3.2% | -9.0% | -7.9% |
| 3M | +20.6% | +3.0% | +17.6% | +16.0% |
| 6M | +60.2% | +8.1% | +52.1% | +45.1% |
| YTD | +115.3% | +9.1% | +106.2% | +94.3% |
| 1Y | +154.6% | +12.6% | +142.0% | +122.7% |
| 3Y | +211.2% | +55.4% | +155.8% | +82.3% |
| 5Y | +52.7% | +62.8% | -10.1% | -15.1% |
| All | +1.3% | +247.5% | -246.2% | -77.8% |
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