+5,150.0%
FFIV vs VSAT
+1,254.1%
+3,895.9%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.0% | -5.4% | -1.7% |
| 7D | -1.0% | +11.8% | -12.8% | -3.9% |
| 30D | -5.1% | -7.0% | +2.0% | -3.5% |
| 3M | -4.5% | +3.3% | -7.7% | -7.8% |
| 6M | +36.5% | +57.4% | -21.0% | +15.4% |
| YTD | +53.0% | +118.6% | -65.6% | +16.6% |
| 1Y | +24.2% | +150.2% | -126.0% | -10.8% |
| 3Y | +137.2% | +160.7% | -23.5% | +34.1% |
| 5Y | +91.8% | +51.2% | +40.6% | +13.9% |
| 10Y | +215.2% | -0.7% | +215.8% | +90.0% |
| All | +5,150.0% | +1,254.1% | +3,895.9% | +700.9% |
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