+206.5%
FITB vs VSAT
-16.2%
+222.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.9% | +6.1% | +2.1% |
| 7D | +2.8% | +5.9% | -3.1% | +1.3% |
| 30D | +9.8% | +9.7% | +0.1% | +6.7% |
| 3M | -5.2% | -18.3% | +13.2% | -2.9% |
| 6M | +17.3% | -4.1% | +21.4% | +13.3% |
| YTD | +19.3% | +96.5% | -77.2% | -3.9% |
| 1Y | +32.7% | +89.3% | -56.6% | +7.0% |
| 3Y | +141.6% | +270.1% | -128.5% | +36.8% |
| 5Y | +48.9% | +26.4% | +22.5% | +9.2% |
| All | +206.5% | -16.2% | +222.7% | +105.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling