+7,017.9%
FICO vs VSAT
+1,246.3%
+5,771.6%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.7% | -8.1% | -1.5% |
| 7D | -0.9% | -17.0% | +16.0% | +1.5% |
| 30D | +3.3% | -9.8% | +13.1% | +3.8% |
| 3M | -31.7% | -22.0% | -9.7% | -30.2% |
| 6M | -34.0% | -5.0% | -29.0% | -36.2% |
| YTD | -58.3% | +85.6% | -143.9% | -64.6% |
| 1Y | -57.9% | +80.2% | -138.1% | -64.4% |
| 3Y | -24.1% | +250.0% | -274.1% | -49.6% |
| 5Y | +85.3% | -4.6% | +89.9% | +46.1% |
| 10Y | +520.3% | -7.2% | +527.5% | +366.3% |
| All | +7,017.9% | +1,246.3% | +5,771.6% | +3,570.1% |
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