+38.4%
VSAT vs FGI
-70.6%
+109.0%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.8% | +8.5% | +7.7% |
| 7D | -17.0% | -7.0% | -10.0% | -16.9% |
| 30D | -9.8% | -4.2% | -5.5% | -9.7% |
| 3M | -22.0% | +55.6% | -77.6% | -23.4% |
| 6M | -5.0% | -3.2% | -1.8% | -5.8% |
| YTD | +85.6% | +29.1% | +56.5% | +81.0% |
| 1Y | +80.2% | +51.0% | +29.2% | +74.5% |
| 3Y | +250.0% | +1.5% | +248.5% | +230.0% |
| All | +38.4% | -70.6% | +109.0% | +30.4% |
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