+4,079.4%
FFIV vs VSAT
+1,049.7%
+3,029.7%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.7% | -8.0% | -2.3% |
| 7D | -8.1% | -17.0% | +8.8% | -4.0% |
| 30D | -33.4% | -9.8% | -23.6% | -32.7% |
| 3M | -24.7% | -22.0% | -2.7% | -21.5% |
| 6M | -8.8% | -5.0% | -3.9% | -12.6% |
| YTD | +21.8% | +85.6% | -63.8% | -5.0% |
| 1Y | +25.3% | +80.2% | -54.9% | -2.6% |
| 3Y | +101.2% | +250.0% | -148.9% | +2.6% |
| 5Y | +40.2% | -4.6% | +44.8% | -5.5% |
| 10Y | +129.0% | -7.2% | +136.3% | +36.6% |
| All | +4,079.4% | +1,049.7% | +3,029.7% | +552.3% |
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 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