+250.0%
VSAT vs FIVE
+34.8%
+215.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.4% | +8.1% | +7.8% |
| 7D | -17.0% | -0.3% | -16.7% | -17.1% |
| 30D | -9.8% | +17.7% | -27.4% | -15.3% |
| 3M | -22.0% | +4.0% | -26.0% | -23.9% |
| 6M | -5.0% | +2.6% | -7.6% | -7.7% |
| YTD | +85.6% | +27.6% | +58.0% | +65.9% |
| 1Y | +80.2% | +59.9% | +20.2% | +47.9% |
| 3Y | +250.0% | +35.8% | +214.3% | +173.1% |
| All | +250.0% | +34.8% | +215.2% | +173.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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