+2,625.3%
FN vs VSAT
+76.8%
+2,548.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -11.1% | -3.2% | -11.5% |
| 7D | -16.0% | -23.9% | +7.9% | -9.8% |
| 30D | -40.1% | -20.2% | -19.9% | -36.5% |
| 3M | -43.9% | -26.7% | -17.2% | -39.3% |
| 6M | -55.6% | -9.4% | -46.2% | -55.1% |
| YTD | -35.7% | +72.3% | -108.0% | -44.3% |
| 1Y | -39.8% | +56.6% | -96.4% | -46.9% |
| 3Y | +80.3% | +199.9% | -119.6% | +16.5% |
| 5Y | +143.3% | -11.4% | +154.7% | +104.4% |
| 10Y | +682.3% | -13.9% | +696.2% | +492.8% |
| All | +2,625.3% | +76.8% | +2,548.5% | +1,436.9% |
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 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