+2,216.3%
FDX vs VSAT
+1,485.7%
+730.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.0% | -5.6% | -1.2% |
| 7D | -2.5% | +11.8% | -14.3% | -4.0% |
| 30D | +3.8% | -7.0% | +10.8% | +4.6% |
| 3M | -1.3% | +3.3% | -4.6% | -3.2% |
| 6M | +5.0% | +57.4% | -52.4% | -3.5% |
| YTD | +39.6% | +118.6% | -78.9% | +21.7% |
| 1Y | +81.1% | +150.2% | -69.1% | +53.3% |
| 3Y | +63.0% | +160.7% | -97.7% | +23.9% |
| 5Y | +65.6% | +51.2% | +14.4% | +30.0% |
| 10Y | +183.4% | -0.7% | +184.0% | +126.7% |
| All | +2,216.3% | +1,485.7% | +730.6% | +1,227.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling