+1,164.9%
VST vs VSAT
-16.2%
+1,181.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.9% | +3.8% | -0.3% |
| 7D | +6.6% | +5.9% | +0.7% | +5.4% |
| 30D | -12.4% | +9.7% | -22.1% | -13.7% |
| 3M | -9.0% | -18.3% | +9.3% | -6.3% |
| 6M | -6.4% | -4.1% | -2.4% | -7.6% |
| YTD | -17.2% | +96.5% | -113.7% | -27.5% |
| 1Y | -22.0% | +89.3% | -111.3% | -31.6% |
| 3Y | +296.7% | +270.1% | +26.6% | +179.4% |
| 5Y | +637.6% | +26.4% | +611.2% | +504.3% |
| All | +1,164.9% | -16.2% | +1,181.1% | +876.4% |
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