-16.0%
VSAT vs USFR
+28.6%
-44.5%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -5.0% | -5.0% |
| 7D | +5.9% | +0.1% | +5.8% | +5.9% |
| 30D | +9.7% | +0.4% | +9.3% | +9.5% |
| 3M | -18.3% | +1.1% | -19.4% | -18.7% |
| 6M | -4.1% | +2.0% | -6.1% | -5.1% |
| YTD | +96.5% | +3.5% | +93.0% | +92.5% |
| 1Y | +89.3% | +4.1% | +85.2% | +84.7% |
| 3Y | +270.1% | +14.4% | +255.7% | +245.1% |
| 5Y | +26.4% | +21.4% | +4.9% | +13.9% |
| All | -16.0% | +28.6% | -44.5% | -25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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