+191.8%
VSAT vs VT
+345.0%
-153.2%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -4.1% | -7.0% | -6.4% |
| 7D | -23.9% | -4.2% | -19.7% | -20.0% |
| 30D | -20.2% | -5.8% | -14.4% | -14.1% |
| 3M | -26.7% | -5.2% | -21.5% | -21.6% |
| 6M | -9.4% | +0.1% | -9.6% | -7.5% |
| YTD | +72.3% | +8.2% | +64.1% | +63.9% |
| 1Y | +56.6% | +10.1% | +46.5% | +47.2% |
| 3Y | +199.9% | +69.7% | +130.2% | +86.9% |
| 5Y | -11.4% | +53.4% | -64.7% | -37.8% |
| 10Y | -13.9% | +219.2% | -233.1% | -68.5% |
| All | +191.8% | +345.0% | -153.2% | -22.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling