+1,526.4%
FERG vs VSAT
+118.5%
+1,407.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.9% | +5.6% | +1.0% |
| 7D | +9.7% | +5.9% | +3.8% | +9.3% |
| 30D | +15.0% | +9.7% | +5.3% | +13.9% |
| 3M | +3.8% | -18.3% | +22.1% | +4.9% |
| 6M | +10.6% | -4.1% | +14.7% | +9.6% |
| YTD | +17.0% | +96.5% | -79.5% | +8.7% |
| 1Y | +7.1% | +89.3% | -82.2% | -0.4% |
| 3Y | +67.7% | +270.1% | -202.3% | +40.2% |
| 5Y | +76.4% | +26.4% | +50.1% | +54.8% |
| 10Y | +424.2% | -16.5% | +440.8% | +359.7% |
| All | +1,526.4% | +118.5% | +1,407.9% | +1,295.7% |
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 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