+226.1%
VSAT vs USFR
+14.0%
+212.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.2% | +3.2% |
| 7D | +17.3% | +0.1% | +17.2% | +17.3% |
| 30D | -3.3% | +0.3% | -3.6% | -3.2% |
| 3M | +18.7% | +1.0% | +17.8% | +19.1% |
| 6M | +77.6% | +1.9% | +75.6% | +73.8% |
| YTD | +125.6% | +2.7% | +123.0% | +114.8% |
| 1Y | +158.3% | +4.0% | +154.3% | +135.5% |
| 3Y | +226.1% | +14.0% | +212.1% | +70.0% |
| All | +226.1% | +14.0% | +212.1% | +70.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling