+18.2%
EWJ vs VSAT
+85.9%
-67.7%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -11.2% | +12.6% | +2.5% |
| 7D | -1.2% | -14.7% | +13.5% | +0.3% |
| 30D | -5.5% | -4.3% | -1.2% | -5.4% |
| 3M | -0.8% | -22.5% | +21.7% | +1.2% |
| 6M | +7.1% | +4.7% | +2.4% | +4.6% |
| YTD | +16.9% | +93.8% | -76.9% | +6.6% |
| 1Y | +18.2% | +79.8% | -61.6% | +8.2% |
| All | +18.2% | +85.9% | -67.7% | +8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling