-23.7%
FPS vs VSAT
+74.1%
-97.8%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.9% | +4.8% | +2.6% |
| 7D | +13.6% | +5.9% | +7.7% | +10.5% |
| 30D | -32.4% | +9.7% | -42.1% | -33.3% |
| 3M | -41.1% | -18.3% | -22.8% | -34.8% |
| 6M | -51.4% | -4.1% | -47.4% | -50.8% |
| All | -23.7% | +74.1% | -97.8% | -46.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling