+0.4%
VSAT vs FDS
+72.8%
-72.5%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -3.4% | -3.5% | -5.6% |
| 7D | +3.5% | -8.8% | +12.3% | +7.3% |
| 30D | -14.7% | -1.4% | -13.3% | -14.8% |
| 3M | +13.2% | +13.9% | -0.7% | +3.6% |
| 6M | +57.4% | +27.4% | +30.0% | +32.3% |
| YTD | +110.0% | -2.5% | +112.4% | +101.6% |
| 1Y | +134.4% | -23.8% | +158.2% | +156.2% |
| 3Y | +203.5% | -32.5% | +236.0% | +253.5% |
| 5Y | +47.1% | -23.2% | +70.3% | +56.0% |
| 10Y | +0.4% | +76.4% | -76.0% | -34.6% |
| All | +0.4% | +72.8% | -72.5% | -34.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling