+2,159.9%
FTI vs VSAT
+272.1%
+1,887.8%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.0% | -5.3% | -1.5% |
| 7D | +5.3% | +11.8% | -6.5% | +2.4% |
| 30D | +15.3% | -7.0% | +22.4% | +17.1% |
| 3M | +15.8% | +3.3% | +12.5% | +11.5% |
| 6M | +22.6% | +57.4% | -34.9% | +3.8% |
| YTD | +79.5% | +118.6% | -39.0% | +37.5% |
| 1Y | +102.0% | +150.2% | -48.2% | +45.8% |
| 3Y | +315.8% | +160.7% | +155.1% | +140.3% |
| 5Y | +1,129.5% | +51.2% | +1,078.3% | +655.7% |
| 10Y | +320.9% | -0.7% | +321.6% | +180.5% |
| All | +2,159.9% | +272.1% | +1,887.8% | +801.2% |
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