+428.6%
VSAT vs FLR
+603.8%
-175.3%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.3% | +7.3% | +5.8% |
| 7D | +11.8% | +5.4% | +6.4% | +9.9% |
| 30D | -7.0% | +11.4% | -18.4% | -11.2% |
| 3M | +3.3% | +11.4% | -8.1% | -0.9% |
| 6M | +57.4% | +16.6% | +40.8% | +47.8% |
| YTD | +118.6% | +41.7% | +76.9% | +93.0% |
| 1Y | +150.2% | +35.4% | +114.8% | +124.4% |
| 3Y | +160.7% | +57.3% | +103.4% | +118.2% |
| 5Y | +51.2% | +241.0% | -189.8% | -0.8% |
| 10Y | -0.7% | +16.6% | -17.3% | -28.7% |
| All | +428.6% | +603.8% | -175.3% | +117.8% |
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