+69.8%
EWJ vs VSAT
+199.8%
-130.0%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.9% | +6.0% | -0.5% |
| 7D | +1.0% | +3.5% | -2.5% | +0.7% |
| 30D | +1.0% | -14.7% | +15.7% | +2.0% |
| 3M | +7.2% | +13.2% | -5.9% | +5.7% |
| 6M | +13.9% | +57.4% | -43.5% | +9.5% |
| YTD | +20.8% | +110.0% | -89.2% | +13.8% |
| 1Y | +26.4% | +134.4% | -108.0% | +17.9% |
| All | +69.8% | +199.8% | -130.0% | +50.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling