-11.4%
VSAT vs VT
+53.2%
-64.6%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -4.1% | -7.0% | -3.4% |
| 7D | -23.9% | -4.2% | -19.7% | -17.5% |
| 30D | -20.2% | -5.8% | -14.4% | -10.1% |
| 3M | -26.7% | -5.2% | -21.5% | -18.3% |
| 6M | -9.4% | +0.1% | -9.6% | -6.9% |
| YTD | +72.3% | +8.2% | +64.1% | +57.4% |
| 1Y | +56.6% | +10.1% | +46.5% | +40.2% |
| 3Y | +199.9% | +69.7% | +130.2% | +45.4% |
| 5Y | -11.4% | +53.4% | -64.7% | -57.8% |
| All | -11.4% | +53.2% | -64.6% | -57.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling