+1,552.7%
VSAT vs FDS
+8,737.7%
-7,185.0%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.3% | -0.4% | +16.7% | +16.4% |
| 7D | +0.4% | -5.0% | +5.3% | +2.0% |
| 30D | +3.3% | +13.8% | -10.5% | -3.0% |
| 3M | -7.5% | +14.8% | -22.3% | -14.6% |
| 6M | +6.2% | +47.4% | -41.2% | -15.1% |
| YTD | +115.8% | +14.2% | +101.7% | +88.9% |
| 1Y | +107.7% | +26.6% | +81.0% | +72.6% |
| 3Y | +292.0% | -24.4% | +316.5% | +306.8% |
| 5Y | +35.3% | -22.6% | +57.9% | +37.3% |
| 10Y | -5.2% | +130.0% | -135.2% | -40.6% |
| All | +1,552.7% | +8,737.7% | -7,185.0% | +233.0% |
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