-82.4%
FRMI vs VSAT
+178.1%
-260.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +3.2% | +8.3% | +10.0% |
| 7D | +23.3% | +17.3% | +6.0% | +14.8% |
| 30D | -7.6% | -3.3% | -4.3% | -5.9% |
| 3M | +0.2% | +18.7% | -18.6% | -11.0% |
| 6M | -28.7% | +77.6% | -106.3% | -51.0% |
| YTD | -28.6% | +125.6% | -154.2% | -55.9% |
| All | -82.4% | +178.1% | -260.5% | -88.1% |
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