+34.8%
FROG vs VSAT
+103.5%
-68.8%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.9% | +7.6% | +1.4% |
| 7D | -4.8% | +3.5% | -8.3% | -5.2% |
| 30D | -0.9% | -14.7% | +13.8% | +0.6% |
| 3M | +7.5% | +13.2% | -5.7% | +5.0% |
| 6M | +107.0% | +57.4% | +49.6% | +93.4% |
| YTD | +39.8% | +110.0% | -70.2% | +25.7% |
| 1Y | +74.8% | +134.4% | -59.6% | +54.3% |
| 3Y | +219.3% | +203.5% | +15.7% | +150.4% |
| 5Y | +133.0% | +47.1% | +85.8% | +100.0% |
| All | +34.8% | +103.5% | -68.8% | +24.2% |
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