+25.3%
VSAT vs FIVE
+16.7%
+8.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.2% | -4.7% | -4.9% |
| 7D | +5.9% | +2.7% | +3.2% | +5.1% |
| 30D | +9.7% | +12.7% | -3.0% | +5.0% |
| 3M | -18.3% | +2.1% | -20.4% | -19.3% |
| 6M | -4.1% | +17.5% | -21.5% | -11.3% |
| YTD | +96.5% | +31.0% | +65.6% | +74.4% |
| 1Y | +89.3% | +67.7% | +21.5% | +53.0% |
| 3Y | +270.1% | +43.4% | +226.7% | +197.1% |
| All | +25.3% | +16.7% | +8.5% | +0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling