+289.3%
VSAT vs FIVE
+40.2%
+249.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.4% | -3.7% | -4.6% |
| 7D | +20.0% | +2.4% | +17.5% | +19.2% |
| 30D | +6.5% | +15.8% | -9.4% | +0.8% |
| 3M | -18.3% | +3.8% | -22.1% | -19.8% |
| 6M | +0.4% | +18.5% | -18.2% | -7.6% |
| YTD | +106.7% | +31.2% | +75.5% | +83.3% |
| 1Y | +89.9% | +61.8% | +28.1% | +55.6% |
| All | +289.3% | +40.2% | +249.1% | +200.8% |
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