+494.5%
FITB vs VSAT
+1,325.7%
-831.2%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.9% | +6.1% | +2.0% |
| 7D | +2.8% | +5.9% | -3.1% | +1.5% |
| 30D | +9.8% | +9.7% | +0.1% | +7.0% |
| 3M | -5.2% | -18.3% | +13.2% | -3.1% |
| 6M | +17.3% | -4.1% | +21.4% | +13.9% |
| YTD | +19.3% | +96.5% | -77.2% | -0.7% |
| 1Y | +32.7% | +89.3% | -56.6% | +10.6% |
| 3Y | +141.6% | +270.1% | -128.5% | +53.9% |
| 5Y | +48.9% | +26.4% | +22.5% | +9.8% |
| 10Y | +216.5% | -16.5% | +233.1% | +143.0% |
| All | +494.5% | +1,325.7% | -831.2% | +227.5% |
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