+1,516.3%
FERG vs VSAT
+129.8%
+1,386.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.5% |
| 6M | +7.9% | +0.4% | +7.5% | +6.5% |
| YTD | +16.3% | +106.7% | -90.5% | +7.6% |
| 1Y | +2.2% | +89.9% | -87.6% | -5.0% |
| 3Y | +67.3% | +276.3% | -209.0% | +39.7% |
| 5Y | +75.3% | +32.9% | +42.4% | +53.2% |
| 10Y | +421.0% | -12.2% | +433.2% | +355.0% |
| All | +1,516.3% | +129.8% | +1,386.5% | +1,281.5% |
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