-11.6%
VSAT vs FDS
+127.0%
-138.6%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.9% | -4.2% | -4.8% |
| 7D | +20.0% | -2.6% | +22.5% | +20.9% |
| 30D | +6.5% | +14.1% | -7.6% | +0.3% |
| 3M | -18.3% | +19.8% | -38.1% | -25.5% |
| 6M | +0.4% | +55.0% | -54.6% | -22.2% |
| YTD | +106.7% | +15.9% | +90.8% | +82.8% |
| 1Y | +89.9% | +24.2% | +65.7% | +59.9% |
| 3Y | +276.3% | -24.0% | +300.4% | +317.6% |
| 5Y | +32.9% | -23.3% | +56.3% | +43.9% |
| All | -11.6% | +127.0% | -138.6% | -45.7% |
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 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