-58.8%
FICO vs VSAT
+77.5%
-136.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +16.3% | -13.6% | +4.1% |
| 7D | -0.1% | +0.4% | -0.4% | 0.0% |
| 30D | +8.4% | +3.3% | +5.1% | +9.5% |
| 3M | -30.5% | -7.5% | -23.0% | -30.2% |
| 6M | -35.7% | +6.2% | -42.0% | -34.5% |
| YTD | -57.2% | +115.8% | -173.0% | -56.1% |
| All | -58.8% | +77.5% | -136.3% | -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 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