-4.4%
FTV vs VSAT
+199.8%
-204.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.9% | +5.7% | -0.9% |
| 7D | -1.3% | +3.5% | -4.8% | -1.5% |
| 30D | -9.5% | -14.7% | +5.2% | -8.8% |
| 3M | -10.9% | +13.2% | -24.1% | -12.0% |
| 6M | -0.6% | +57.4% | -58.0% | -4.4% |
| YTD | +1.4% | +110.0% | -108.6% | -4.8% |
| 1Y | +17.6% | +134.4% | -116.8% | +9.1% |
| All | -4.4% | +199.8% | -204.2% | -17.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling