I did a similar measurement some time ago and posted the results
in a German electronics forum. See also the attachment.
The feedthrough termination is model J01006A0013 made by Telegärtner, click
here for a datasheet.The traces in telegaertner.png mean the following:
-red: measured when the scope side of the termination is open.
-green: measured when attached to a vintage HP 54503A scope with vertical scale set to 500 mV/div (front panel says 7 pF input capacitance).
-blue: measured between two ports of the VNA, where the resulting S-matrix was transformed such that port 2 (scope side of the termination) has a virtual impedance of 1 MΩ, with an additional 5Ω series resistor and a 7 pF capacitor from that resistor to ground.
As you can see, things start to become really ugly at frequencies beyond 500 MHz (the specification says more than 15 dB return loss at frequencies between 200 and 500 MHz, with the scope end open). Nevertheless, the termination does meet its specification.
For comparison, I also measured a BNC tee with a 50Ω BNC termination on one end (bnc-tee.png, same meaning of the traces colors as above). Actually, that one turns out to be better than the feedthrough termination.