+84.4%
VSAT vs FIVE
+868.1%
-783.8%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +5.1% | -0.1% | +3.4% |
| 7D | +11.8% | +4.3% | +7.5% | +10.3% |
| 30D | -7.0% | +12.5% | -19.6% | -10.9% |
| 3M | +3.3% | +31.2% | -28.0% | -6.1% |
| 6M | +57.4% | +14.4% | +43.1% | +48.7% |
| YTD | +118.6% | +33.9% | +84.7% | +96.4% |
| 1Y | +150.2% | +65.1% | +85.2% | +110.2% |
| 3Y | +160.7% | +49.0% | +111.7% | +112.5% |
| 5Y | +51.2% | +30.3% | +20.9% | +23.4% |
| 10Y | -0.7% | +481.1% | -481.8% | -45.8% |
| All | +84.4% | +868.1% | -783.8% | -11.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling