+76.9%
FICO vs VSAT
-0.1%
+77.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.7% | -8.1% | -0.8% |
| 7D | -0.9% | -17.0% | +16.0% | 0.0% |
| 30D | +3.3% | -9.8% | +13.1% | +3.6% |
| 3M | -31.7% | -22.0% | -9.7% | -31.0% |
| 6M | -34.0% | -5.0% | -29.0% | -35.0% |
| YTD | -58.3% | +85.6% | -143.9% | -61.7% |
| 1Y | -57.9% | +80.2% | -138.1% | -61.4% |
| 3Y | -24.1% | +250.0% | -274.1% | -39.7% |
| All | +76.9% | -0.1% | +77.0% | +63.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling