+1,775.6%
FTI vs VSAT
+234.6%
+1,541.0%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.9% | +7.0% | +3.3% |
| 7D | +4.3% | +5.9% | -1.6% | +2.4% |
| 30D | -4.7% | +9.7% | -14.4% | -7.7% |
| 3M | -13.5% | -18.3% | +4.8% | -10.8% |
| 6M | -8.7% | -4.1% | -4.7% | -12.6% |
| YTD | +49.0% | +96.5% | -47.5% | +15.3% |
| 1Y | +54.0% | +89.3% | -35.2% | +19.3% |
| 3Y | +211.6% | +270.1% | -58.4% | +60.3% |
| 5Y | +881.9% | +26.4% | +855.5% | +534.7% |
| 10Y | +188.1% | -16.5% | +204.6% | +98.4% |
| All | +1,775.6% | +234.6% | +1,541.0% | +655.8% |
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