+576.2%
FE vs VSAT
+767.0%
-190.8%
-55.7%
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% | -0.9% |
| 7D | +1.9% | +11.8% | -9.9% | +1.2% |
| 30D | -1.2% | -7.0% | +5.9% | -0.8% |
| 3M | +3.5% | +3.3% | +0.2% | +2.5% |
| 6M | -6.1% | +57.4% | -63.5% | -10.1% |
| YTD | +7.6% | +118.6% | -111.0% | +0.3% |
| 1Y | +11.9% | +150.2% | -138.3% | +2.7% |
| 3Y | +48.4% | +160.7% | -112.3% | +28.8% |
| 5Y | +44.8% | +51.2% | -6.4% | +27.6% |
| 10Y | +115.9% | -0.7% | +116.5% | +90.4% |
| All | +576.2% | +767.0% | -190.8% | +413.1% |
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 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