+226.1%
FIS vs VSAT
+263.7%
-37.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +16.3% | -17.7% | -3.9% |
| 7D | -29.4% | +0.4% | -29.8% | -29.5% |
| 30D | -16.7% | +3.3% | -20.0% | -17.5% |
| 3M | -33.0% | -7.5% | -25.5% | -32.9% |
| 6M | -33.3% | +6.2% | -39.6% | -36.2% |
| YTD | -56.0% | +115.8% | -171.8% | -63.5% |
| 1Y | -54.6% | +107.7% | -162.3% | -62.3% |
| 3Y | -40.6% | +292.0% | -332.7% | -62.1% |
| 5Y | -71.9% | +35.3% | -107.2% | -79.1% |
| 10Y | -55.3% | -5.2% | -50.1% | -66.9% |
| All | +226.1% | +263.7% | -37.6% | +53.2% |
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 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