-57.9%
FICO vs VSAT
+72.7%
-130.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.7% | -8.1% | +0.3% |
| 7D | -0.9% | -17.0% | +16.0% | -2.6% |
| 30D | +3.3% | -9.8% | +13.1% | +3.2% |
| 3M | -31.7% | -22.0% | -9.7% | -32.4% |
| 6M | -34.0% | -5.0% | -29.0% | -33.6% |
| YTD | -58.3% | +85.6% | -143.9% | -57.9% |
| 1Y | -57.9% | +80.2% | -138.1% | -57.4% |
| All | -57.9% | +72.7% | -130.6% | -57.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling