+121.0%
FE vs VSAT
-11.9%
+132.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.2% | +5.1% | +0.3% |
| 7D | -0.3% | +20.0% | -20.3% | -1.5% |
| 30D | +3.9% | +6.5% | -2.6% | +3.1% |
| 3M | -0.1% | -18.3% | +18.2% | +0.7% |
| 6M | +6.1% | +0.4% | +5.7% | +4.6% |
| YTD | +8.1% | +106.7% | -98.7% | +0.1% |
| 1Y | +4.4% | +89.9% | -85.5% | -2.9% |
| 3Y | +49.0% | +276.3% | -227.3% | +22.6% |
| 5Y | +46.1% | +32.9% | +13.2% | +33.1% |
| All | +121.0% | -11.9% | +132.9% | +85.9% |
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