+120.4%
VSH vs VSAT
-11.9%
+132.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -5.2% | +0.5% | -3.3% |
| 7D | +26.2% | +20.0% | +6.2% | +20.8% |
| 30D | -12.5% | +6.5% | -19.0% | -13.5% |
| 3M | -16.9% | -18.3% | +1.4% | -12.7% |
| 6M | -17.0% | +0.4% | -17.3% | -18.3% |
| YTD | +93.8% | +106.7% | -12.9% | +59.7% |
| 1Y | +99.3% | +89.9% | +9.5% | +66.5% |
| 3Y | +35.0% | +276.3% | -241.3% | -19.0% |
| 5Y | +45.8% | +32.9% | +12.9% | +8.0% |
| All | +120.4% | -11.9% | +132.3% | +62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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