+0.1%
VSAT vs VT
+224.5%
-224.4%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | 0.0% | +5.0% | +5.0% |
| 7D | +11.8% | +0.4% | +11.4% | +11.1% |
| 30D | -7.0% | +1.0% | -8.0% | -8.3% |
| 3M | +3.3% | +2.4% | +0.9% | +1.1% |
| 6M | +57.4% | +12.0% | +45.4% | +36.2% |
| YTD | +118.6% | +15.3% | +103.2% | +83.0% |
| 1Y | +150.2% | +22.6% | +127.6% | +94.9% |
| 3Y | +160.7% | +74.7% | +86.0% | +30.1% |
| 5Y | +51.2% | +66.1% | -15.0% | -19.6% |
| All | +0.1% | +224.5% | -224.4% | -77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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