+224.6%
VT vs VSAT
-5.6%
+230.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.1% |
| 7D | -0.7% | +12.5% | -13.2% | -2.2% |
| 30D | -1.7% | +11.0% | -12.8% | -3.4% |
| 3M | -2.3% | -11.1% | +8.8% | -1.7% |
| 6M | +1.5% | +2.8% | -1.3% | -1.0% |
| YTD | +12.0% | +118.0% | -105.9% | -1.4% |
| 1Y | +12.9% | +97.1% | -84.2% | +0.2% |
| 3Y | +74.9% | +296.8% | -221.9% | +29.0% |
| 5Y | +59.9% | +38.7% | +21.2% | +34.3% |
| 10Y | +224.6% | -7.4% | +232.1% | +160.1% |
| All | +224.6% | -5.6% | +230.2% | +160.1% |
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