-26.7%
FICO vs VSAT
+295.9%
-322.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.9% |
| 7D | +0.9% | -0.5% | +1.4% | +0.8% |
| 30D | +9.4% | +4.0% | +5.5% | +9.5% |
| 3M | -30.4% | -11.8% | -18.6% | -30.2% |
| 6M | -35.1% | +6.9% | -42.0% | -35.5% |
| YTD | -56.8% | +117.2% | -174.0% | -58.5% |
| 1Y | -58.4% | +102.4% | -160.8% | -60.0% |
| 3Y | -26.7% | +295.5% | -322.1% | -34.1% |
| All | -26.7% | +295.9% | -322.6% | -34.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling