+221.8%
FXI vs VSAT
+274.9%
-53.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.0% | -3.5% | +0.6% |
| 7D | +1.0% | +11.8% | -10.8% | -1.2% |
| 30D | -0.6% | -7.0% | +6.5% | +0.6% |
| 3M | +1.9% | +3.3% | -1.4% | -1.2% |
| 6M | -0.2% | +57.4% | -57.6% | -12.6% |
| YTD | -5.6% | +118.6% | -124.2% | -23.8% |
| 1Y | -4.7% | +150.2% | -154.9% | -26.4% |
| 3Y | +38.0% | +160.7% | -122.7% | -10.1% |
| 5Y | -2.7% | +51.2% | -53.9% | -33.9% |
| 10Y | +19.9% | -0.7% | +20.6% | -17.1% |
| All | +221.8% | +274.9% | -53.1% | +9.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling