+1,573.8%
VSAT vs FDS
+8,067.9%
-6,494.1%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -3.5% | +8.5% | +6.5% |
| 7D | +11.8% | -1.9% | +13.7% | +12.6% |
| 30D | -7.0% | +9.0% | -16.1% | -10.8% |
| 3M | +3.3% | +18.9% | -15.6% | -6.6% |
| 6M | +57.4% | +35.1% | +22.3% | +31.4% |
| YTD | +118.6% | +5.5% | +113.1% | +101.2% |
| 1Y | +150.2% | -16.8% | +167.0% | +153.1% |
| 3Y | +160.7% | -28.1% | +188.8% | +180.4% |
| 5Y | +51.2% | -17.4% | +68.6% | +51.5% |
| 10Y | -0.7% | +85.4% | -86.1% | -30.8% |
| All | +1,573.8% | +8,067.9% | -6,494.1% | +254.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling