+1,112.0%
VST vs VSAT
-9.2%
+1,121.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +7.7% | +2.9% | +9.3% |
| 7D | -9.8% | -17.0% | +7.2% | -6.8% |
| 30D | -25.1% | -9.8% | -15.4% | -23.8% |
| 3M | -11.6% | -22.0% | +10.4% | -8.1% |
| 6M | -20.9% | -5.0% | -15.9% | -21.7% |
| YTD | -22.3% | +85.6% | -107.9% | -31.2% |
| 1Y | -32.0% | +80.2% | -112.2% | -39.8% |
| 3Y | +262.4% | +250.0% | +12.4% | +158.2% |
| 5Y | +563.4% | -4.6% | +567.9% | +480.0% |
| All | +1,112.0% | -9.2% | +1,121.3% | +827.0% |
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