+69.3%
FERG vs VSAT
+45.0%
+24.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.9% | +5.6% | -0.7% |
| 7D | +0.9% | +3.5% | -2.6% | +0.5% |
| 30D | -15.1% | -14.7% | -0.4% | -13.9% |
| 3M | -4.8% | +13.2% | -18.0% | -6.8% |
| 6M | -2.5% | +57.4% | -59.8% | -8.1% |
| YTD | +1.8% | +110.0% | -108.2% | -7.2% |
| 1Y | -0.3% | +134.4% | -134.7% | -10.5% |
| 3Y | +52.9% | +203.5% | -150.6% | +25.8% |
| 5Y | +69.3% | +47.1% | +22.2% | +33.3% |
| All | +69.3% | +45.0% | +24.3% | +33.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling