-92.0%
FRMI vs VSAT
+142.2%
-234.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | -4.9% | +31.6% | +29.1% |
| 7D | +66.2% | +5.9% | +60.3% | +58.6% |
| 30D | -17.4% | +9.7% | -27.1% | -21.5% |
| 3M | -60.5% | -18.3% | -42.1% | -56.8% |
| 6M | -56.5% | -4.1% | -52.4% | -57.3% |
| YTD | -67.4% | +96.5% | -163.9% | -78.7% |
| 1Y | -85.1% | +89.3% | -174.4% | -90.0% |
| All | -92.0% | +142.2% | -234.2% | -94.2% |
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