+66.7%
FERG vs VSAT
+270.5%
-203.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -5.2% | +1.5% | -3.2% |
| 7D | +8.2% | +20.0% | -11.8% | +6.6% |
| 30D | +14.4% | +6.5% | +7.9% | +13.5% |
| 3M | +4.3% | -18.3% | +22.7% | +5.4% |
| 6M | +7.9% | +0.4% | +7.5% | +6.5% |
| YTD | +16.3% | +106.7% | -90.5% | +7.9% |
| 1Y | +2.2% | +89.9% | -87.6% | -4.7% |
| All | +66.7% | +270.5% | -203.8% | +45.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling