+71.1%
FITB vs VSAT
+53.4%
+17.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.2% | -3.9% | -1.0% |
| 7D | +2.8% | +17.3% | -14.5% | +1.1% |
| 30D | -4.5% | -3.3% | -1.2% | -4.3% |
| 3M | +5.7% | +18.7% | -13.1% | +2.6% |
| 6M | +17.1% | +77.6% | -60.4% | +8.0% |
| YTD | +18.3% | +125.6% | -107.3% | +5.3% |
| 1Y | +23.9% | +158.3% | -134.4% | +7.7% |
| 3Y | +131.1% | +226.1% | -95.0% | +81.5% |
| 5Y | +71.1% | +54.7% | +16.4% | +34.9% |
| All | +71.1% | +53.4% | +17.6% | +34.9% |
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