-9.1%
FXI vs VSAT
+31.4%
-40.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.2% | +3.9% | -0.9% |
| 7D | -4.2% | +20.0% | -24.2% | -5.6% |
| 30D | -2.0% | +6.5% | -8.5% | -2.9% |
| 3M | -5.0% | -18.3% | +13.4% | -4.0% |
| 6M | -9.6% | +0.4% | -10.0% | -11.2% |
| YTD | -11.9% | +106.7% | -118.6% | -19.5% |
| 1Y | -16.7% | +89.9% | -106.5% | -23.5% |
| 3Y | +40.6% | +276.3% | -235.7% | +14.1% |
| 5Y | -9.1% | +32.9% | -42.0% | -14.5% |
| All | -9.1% | +31.4% | -40.5% | -14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling