+29.9%
VSAT vs USFR
+27.5%
+2.3%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | 0.0% | +5.0% | +5.0% |
| 7D | +11.8% | +0.1% | +11.7% | +11.8% |
| 30D | -7.0% | +0.3% | -7.3% | -7.1% |
| 3M | +3.3% | +1.0% | +2.3% | +3.2% |
| 6M | +57.4% | +1.9% | +55.5% | +57.0% |
| YTD | +118.6% | +2.6% | +116.0% | +117.8% |
| 1Y | +150.2% | +4.0% | +146.2% | +148.9% |
| 3Y | +160.7% | +14.1% | +146.6% | +157.3% |
| 5Y | +51.2% | +20.4% | +30.8% | +48.4% |
| 10Y | -0.7% | +28.0% | -28.7% | -2.4% |
| All | +29.9% | +27.5% | +2.3% | +19.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling