+93.9%
FTV vs VSAT
+7.2%
+86.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.0% | -6.0% | -1.6% |
| 7D | -4.5% | +11.8% | -16.3% | -5.9% |
| 30D | -7.1% | -7.0% | 0.0% | -6.3% |
| 3M | -7.2% | +3.3% | -10.4% | -9.0% |
| 6M | -1.5% | +57.4% | -58.9% | -10.3% |
| YTD | +3.5% | +118.6% | -115.1% | -11.2% |
| 1Y | +20.3% | +150.2% | -129.9% | -0.2% |
| 3Y | -3.1% | +160.7% | -163.8% | -27.9% |
| 5Y | +2.3% | +51.2% | -48.8% | -20.7% |
| 10Y | +76.3% | -0.7% | +77.0% | +33.8% |
| All | +93.9% | +7.2% | +86.7% | +39.4% |
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