+149.8%
VSAT vs VIG
+623.5%
-473.7%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.5% | +5.5% | +5.6% |
| 7D | +11.8% | -0.4% | +12.2% | +12.4% |
| 30D | -7.0% | -1.0% | -6.1% | -5.8% |
| 3M | +3.3% | +2.8% | +0.5% | +0.2% |
| 6M | +57.4% | +8.2% | +49.2% | +44.2% |
| YTD | +118.6% | +11.0% | +107.6% | +94.8% |
| 1Y | +150.2% | +16.1% | +134.1% | +113.0% |
| 3Y | +160.7% | +56.2% | +104.6% | +58.4% |
| 5Y | +51.2% | +63.0% | -11.8% | -11.8% |
| 10Y | -0.7% | +241.4% | -242.1% | -75.8% |
| All | +149.8% | +623.5% | -473.7% | -75.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling