+187.0%
VSAT vs FIVE
+50.0%
+137.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +5.1% | -0.1% | +3.1% |
| 7D | +11.8% | +4.3% | +7.5% | +10.0% |
| 30D | -7.0% | +12.5% | -19.6% | -11.6% |
| 3M | +3.3% | +31.2% | -28.0% | -7.8% |
| 6M | +57.4% | +14.4% | +43.1% | +47.1% |
| YTD | +118.6% | +33.9% | +84.7% | +91.9% |
| 1Y | +150.2% | +65.1% | +85.2% | +102.3% |
| All | +187.0% | +50.0% | +137.0% | +117.5% |
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