+24.2%
FFIV vs VSAT
+155.3%
-131.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.0% | -5.4% | -1.1% |
| 7D | -1.0% | +11.8% | -12.8% | -2.4% |
| 30D | -5.1% | -7.0% | +2.0% | -4.3% |
| 3M | -4.5% | +3.3% | -7.7% | -5.9% |
| 6M | +36.5% | +57.4% | -21.0% | +25.6% |
| YTD | +53.0% | +118.6% | -65.6% | +35.1% |
| 1Y | +24.2% | +150.2% | -126.0% | +6.6% |
| All | +24.2% | +155.3% | -131.1% | +6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling