+19.2%
FXI vs VSAT
-16.2%
+35.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.9% | +4.9% | +0.5% |
| 7D | -4.2% | +5.9% | -10.1% | -4.9% |
| 30D | -1.1% | +9.7% | -10.8% | -2.7% |
| 3M | -4.0% | -18.3% | +14.4% | -2.8% |
| 6M | -11.8% | -4.1% | -7.8% | -13.5% |
| YTD | -11.9% | +96.5% | -108.4% | -21.3% |
| 1Y | -16.1% | +89.3% | -105.4% | -25.0% |
| 3Y | +38.8% | +270.1% | -231.3% | +4.8% |
| 5Y | -9.1% | +26.4% | -35.4% | -22.5% |
| All | +19.2% | -16.2% | +35.4% | +0.4% |
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