+102.4%
FN vs VSAT
+225.8%
-123.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +7.7% | +4.0% | +10.0% |
| 7D | 0.0% | -17.0% | +16.9% | +4.1% |
| 30D | -34.3% | -9.8% | -24.5% | -32.6% |
| 3M | -39.9% | -22.0% | -17.9% | -36.7% |
| 6M | -51.8% | -5.0% | -46.9% | -51.5% |
| YTD | -28.1% | +85.6% | -113.7% | -34.8% |
| 1Y | -29.1% | +80.2% | -109.3% | -35.4% |
| 3Y | +102.4% | +250.0% | -147.6% | +57.4% |
| All | +102.4% | +225.8% | -123.3% | +57.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling