+48.8%
VSAT vs FDS
-17.4%
+66.2%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -3.5% | +8.5% | +5.9% |
| 7D | +11.8% | -1.9% | +13.7% | +12.3% |
| 30D | -7.0% | +9.0% | -16.1% | -9.5% |
| 3M | +3.3% | +18.9% | -15.6% | -3.3% |
| 6M | +57.4% | +35.1% | +22.3% | +37.0% |
| YTD | +118.6% | +5.5% | +113.1% | +113.7% |
| 1Y | +150.2% | -16.8% | +167.0% | +178.0% |
| 3Y | +160.7% | -28.1% | +188.8% | +213.3% |
| All | +48.8% | -17.4% | +66.2% | +69.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling