+79.8%
VSAT vs FDS
+31.1%
+48.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | +2.9% | -14.1% | -10.6% |
| 7D | -14.7% | +9.4% | -24.1% | -13.0% |
| 30D | -4.3% | +23.8% | -28.1% | -0.2% |
| 3M | -22.5% | +25.1% | -47.6% | -18.7% |
| 6M | +4.7% | +53.8% | -49.1% | +10.9% |
| YTD | +93.8% | +19.6% | +74.3% | +107.1% |
| 1Y | +79.8% | +31.6% | +48.2% | +96.7% |
| All | +79.8% | +31.1% | +48.7% | +96.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling