+250.0%
VSAT vs FDS
-23.2%
+273.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -3.7% | +11.4% | +7.9% |
| 7D | -17.0% | -0.5% | -16.5% | -17.0% |
| 30D | -9.8% | +20.2% | -30.0% | -11.8% |
| 3M | -22.0% | +19.9% | -41.9% | -24.1% |
| 6M | -5.0% | +56.2% | -61.1% | -16.0% |
| YTD | +85.6% | +14.6% | +71.0% | +87.7% |
| 1Y | +80.2% | +31.6% | +48.6% | +65.8% |
| 3Y | +250.0% | -23.8% | +273.9% | +345.2% |
| All | +250.0% | -23.2% | +273.2% | +345.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling