+539.5%
FICO vs VSAT
-5.6%
+545.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.6% | -0.3% |
| 7D | +4.0% | +12.5% | -8.5% | +2.3% |
| 30D | -1.5% | +11.0% | -12.5% | -3.3% |
| 3M | -29.8% | -11.1% | -18.7% | -29.6% |
| 6M | -33.3% | +2.8% | -36.1% | -35.6% |
| YTD | -56.9% | +118.0% | -174.9% | -63.5% |
| 1Y | -59.5% | +97.1% | -156.6% | -65.4% |
| 3Y | -26.9% | +296.8% | -323.7% | -51.2% |
| 5Y | +92.9% | +38.7% | +54.2% | +54.8% |
| 10Y | +539.5% | -7.4% | +546.9% | +363.2% |
| All | +539.5% | -5.6% | +545.0% | +363.2% |
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