+2,121.7%
FDX vs VSAT
+1,246.3%
+875.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +7.7% | -10.4% | -3.7% |
| 7D | -1.6% | -17.0% | +15.3% | +0.5% |
| 30D | +6.6% | -9.8% | +16.4% | +7.3% |
| 3M | -2.1% | -22.0% | +19.9% | +0.2% |
| 6M | +2.2% | -5.0% | +7.1% | +0.1% |
| YTD | +33.9% | +85.6% | -51.6% | +18.3% |
| 1Y | +50.2% | +80.2% | -30.0% | +32.6% |
| 3Y | +65.5% | +250.0% | -184.5% | +20.0% |
| 5Y | +74.1% | -4.6% | +78.6% | +45.1% |
| 10Y | +156.7% | -7.2% | +163.9% | +105.6% |
| All | +2,121.7% | +1,246.3% | +875.4% | +1,190.0% |
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