+7,046.7%
FICO vs VSAT
+1,150.1%
+5,896.6%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -11.1% | +12.0% | +2.5% |
| 7D | -0.3% | -23.9% | +23.6% | +3.6% |
| 30D | +1.7% | -20.2% | +21.9% | +4.1% |
| 3M | -35.2% | -26.7% | -8.5% | -33.1% |
| 6M | -33.7% | -9.4% | -24.2% | -35.4% |
| YTD | -58.2% | +72.3% | -130.5% | -64.1% |
| 1Y | -56.6% | +56.6% | -113.2% | -62.4% |
| 3Y | -24.0% | +199.9% | -223.9% | -48.2% |
| 5Y | +86.1% | -11.4% | +97.4% | +48.3% |
| 10Y | +522.8% | -13.9% | +536.7% | +373.5% |
| All | +7,046.7% | +1,150.1% | +5,896.6% | +3,627.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling