+427.2%
VSAT vs FLR
+534.4%
-107.2%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | 0.0% | +0.2% |
| 7D | +12.5% | +6.3% | +6.1% | +10.8% |
| 30D | +11.0% | +1.8% | +9.2% | +11.1% |
| 3M | -11.1% | -4.4% | -6.7% | -9.3% |
| 6M | +2.8% | +15.9% | -13.1% | -2.0% |
| YTD | +118.0% | +27.7% | +90.3% | +100.2% |
| 1Y | +97.1% | +11.6% | +85.5% | +89.4% |
| 3Y | +296.8% | +39.9% | +257.0% | +246.7% |
| 5Y | +38.7% | +127.5% | -88.8% | +3.9% |
| 10Y | -7.4% | +11.6% | -19.0% | -32.0% |
| All | +427.2% | +534.4% | -107.2% | +126.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling