+206.9%
FN vs VSAT
+33.0%
+173.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +16.3% | -4.4% | +8.6% |
| 7D | +16.3% | +0.4% | +15.9% | +16.4% |
| 30D | -24.7% | +3.3% | -28.0% | -24.9% |
| 3M | -34.9% | -7.5% | -27.5% | -33.9% |
| 6M | -41.1% | +6.2% | -47.3% | -42.1% |
| YTD | -19.6% | +115.8% | -135.4% | -29.5% |
| 1Y | -18.5% | +107.7% | -126.2% | -28.2% |
| 3Y | +119.1% | +292.0% | -172.9% | +63.9% |
| 5Y | +206.9% | +35.3% | +171.7% | +158.5% |
| All | +206.9% | +33.0% | +173.9% | +158.5% |
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 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