-6.8%
VSAT vs USFR
+28.5%
-35.3%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +12.5% | +0.1% | +12.4% | +12.4% |
| 30D | +11.0% | +0.4% | +10.6% | +10.8% |
| 3M | -11.1% | +1.1% | -12.2% | -11.6% |
| 6M | +2.8% | +2.1% | +0.8% | +1.7% |
| YTD | +118.0% | +3.4% | +114.5% | +113.6% |
| 1Y | +97.1% | +4.1% | +93.0% | +92.3% |
| 3Y | +296.8% | +14.4% | +282.4% | +269.9% |
| 5Y | +38.7% | +21.4% | +17.2% | +24.9% |
| All | -6.8% | +28.5% | -35.3% | -17.7% |
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