-59.5%
FICO vs VSAT
+92.6%
-152.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.6% | -0.2% |
| 7D | +4.0% | +12.5% | -8.5% | +5.1% |
| 30D | -1.5% | +11.0% | -12.5% | +0.1% |
| 3M | -29.8% | -11.1% | -18.7% | -29.7% |
| 6M | -33.3% | +2.8% | -36.1% | -32.0% |
| YTD | -56.9% | +118.0% | -174.9% | -55.6% |
| 1Y | -59.5% | +97.1% | -156.6% | -58.2% |
| All | -59.5% | +92.6% | -152.1% | -58.2% |
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 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