+602.8%
FICO vs VSAT
-0.8%
+603.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +5.0% | -21.7% | -17.3% |
| 7D | -19.2% | +11.8% | -31.0% | -20.4% |
| 30D | -14.6% | -7.0% | -7.5% | -14.1% |
| 3M | -20.1% | +3.3% | -23.4% | -22.1% |
| 6M | -36.3% | +57.4% | -93.8% | -42.3% |
| YTD | -44.9% | +118.6% | -163.4% | -53.0% |
| 1Y | -38.6% | +150.2% | -188.9% | -49.5% |
| 3Y | +4.0% | +160.7% | -156.7% | -23.0% |
| 5Y | +99.5% | +51.2% | +48.3% | +53.9% |
| All | +602.8% | -0.8% | +603.6% | +431.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling