+1.3%
VSAT vs FLR
+18.3%
-17.0%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.3% | +4.8% | +3.2% |
| 7D | +3.4% | -6.9% | +10.3% | +5.7% |
| 30D | -12.2% | +1.1% | -13.4% | -12.6% |
| 3M | +20.6% | +14.3% | +6.3% | +15.0% |
| 6M | +60.2% | +19.1% | +41.1% | +49.9% |
| YTD | +115.3% | +35.1% | +80.1% | +94.2% |
| 1Y | +154.6% | +29.5% | +125.1% | +133.1% |
| 3Y | +211.2% | +53.0% | +158.2% | +167.4% |
| 5Y | +52.7% | +238.9% | -186.3% | +7.7% |
| All | +1.3% | +18.3% | -17.0% | -34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 10y: compounded portfolio wealth divided by compounded FLR 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…
10y analysis · Full analysis span regression · 6 months rolling