+345.3%
VSAT vs VLTO
+57.1%
+288.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.1% | +0.2% |
| 7D | +12.5% | +1.5% | +11.0% | +11.9% |
| 30D | +11.0% | +20.9% | -9.9% | +2.6% |
| 3M | -11.1% | +21.4% | -32.5% | -18.2% |
| 6M | +2.8% | +37.6% | -34.8% | -12.8% |
| YTD | +118.0% | +19.5% | +98.4% | +102.0% |
| 1Y | +97.1% | +22.0% | +75.1% | +79.3% |
| 3Y | +296.8% | +70.7% | +226.1% | +221.6% |
| All | +345.3% | +57.1% | +288.2% | +274.6% |
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