+67.0%
FROG vs VSAT
+109.2%
-42.2%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +16.3% | -9.2% | +5.0% |
| 7D | +27.1% | +0.4% | +26.8% | +27.0% |
| 30D | +5.8% | +3.3% | +2.5% | +5.4% |
| 3M | +20.8% | -7.5% | +28.3% | +21.4% |
| 6M | +53.3% | +6.2% | +47.1% | +49.7% |
| YTD | +73.2% | +115.8% | -42.6% | +54.9% |
| 1Y | +80.3% | +107.7% | -27.4% | +61.6% |
| 3Y | +318.3% | +292.0% | +26.3% | +213.1% |
| 5Y | +179.9% | +35.3% | +144.6% | +144.8% |
| All | +67.0% | +109.2% | -42.2% | +53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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