+301.4%
VSAT vs VLTO
+56.4%
+245.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.6% | -5.6% | -5.2% |
| 7D | +5.9% | +1.0% | +4.9% | +5.6% |
| 30D | +9.7% | +17.5% | -7.8% | +2.8% |
| 3M | -18.3% | +21.4% | -39.7% | -24.8% |
| 6M | -4.1% | +38.1% | -42.2% | -18.9% |
| YTD | +96.5% | +19.0% | +77.5% | +82.4% |
| 1Y | +89.3% | +20.7% | +68.6% | +73.4% |
| 3Y | +270.1% | +64.3% | +205.8% | +205.6% |
| All | +301.4% | +56.4% | +245.0% | +238.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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