-63.5%
FIS vs VSAT
+48.6%
-112.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.0% | -5.9% | -1.2% |
| 7D | +1.1% | +11.8% | -10.7% | +0.4% |
| 30D | -2.2% | -7.0% | +4.8% | -1.9% |
| 3M | +2.1% | +3.3% | -1.1% | +1.2% |
| 6M | -14.7% | +57.4% | -72.1% | -18.5% |
| YTD | -35.7% | +118.6% | -154.3% | -40.4% |
| 1Y | -37.1% | +150.2% | -187.3% | -42.7% |
| 3Y | -20.0% | +160.7% | -180.7% | -30.4% |
| All | -63.5% | +48.6% | -112.1% | -69.9% |
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