+192.8%
FHN vs VSAT
+1,399.8%
-1,207.0%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.2% | +4.7% | +0.4% |
| 7D | +1.3% | +20.0% | -18.7% | -2.0% |
| 30D | +2.8% | +6.5% | -3.7% | +0.8% |
| 3M | -8.9% | -18.3% | +9.4% | -7.1% |
| 6M | -0.7% | +0.4% | -1.0% | -4.3% |
| YTD | +0.1% | +106.7% | -106.7% | -16.7% |
| 1Y | +10.4% | +89.9% | -79.5% | -7.3% |
| 3Y | +128.8% | +276.3% | -147.5% | +48.5% |
| 5Y | +61.5% | +32.9% | +28.5% | +19.1% |
| 10Y | +83.0% | -12.2% | +95.2% | +40.7% |
| All | +192.8% | +1,399.8% | -1,207.0% | +57.7% |
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