+46.6%
VSAT vs FGI
-74.8%
+121.4%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -25.2% | +20.2% | -4.5% |
| 7D | +5.9% | -14.4% | +20.3% | +6.1% |
| 30D | +9.7% | -11.8% | +21.5% | +9.9% |
| 3M | -18.3% | -46.2% | +27.9% | -17.7% |
| 6M | -4.1% | +5.2% | -9.2% | -5.2% |
| YTD | +96.5% | +10.5% | +86.0% | +92.1% |
| 1Y | +89.3% | +25.5% | +63.8% | +83.8% |
| 3Y | +270.1% | -16.0% | +286.1% | +250.0% |
| All | +46.6% | -74.8% | +121.4% | +38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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