+493.6%
FITB vs VSAT
+1,485.7%
-992.0%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.0% | -5.2% | -1.1% |
| 7D | +0.6% | +11.8% | -11.2% | -1.4% |
| 30D | -4.7% | -7.0% | +2.3% | -3.7% |
| 3M | +6.7% | +3.3% | +3.4% | +3.9% |
| 6M | +12.6% | +57.4% | -44.9% | +0.2% |
| YTD | +19.1% | +118.6% | -99.5% | -1.4% |
| 1Y | +22.6% | +150.2% | -127.6% | -2.5% |
| 3Y | +127.1% | +160.7% | -33.6% | +56.3% |
| 5Y | +71.8% | +51.2% | +20.6% | +23.4% |
| 10Y | +287.2% | -0.7% | +287.8% | +192.1% |
| All | +493.6% | +1,485.7% | -992.0% | +225.0% |
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