+65.6%
EWJ vs VSAT
+252.2%
-186.5%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.9% | +5.3% | +0.7% |
| 7D | +4.0% | +5.9% | -1.9% | +3.5% |
| 30D | -4.3% | +9.7% | -14.0% | -5.2% |
| 3M | -6.8% | -18.3% | +11.5% | -5.9% |
| 6M | -0.9% | -4.1% | +3.2% | -1.8% |
| YTD | +14.3% | +96.5% | -82.3% | +7.7% |
| 1Y | +15.3% | +89.3% | -74.0% | +8.8% |
| 3Y | +65.6% | +270.1% | -204.4% | +44.0% |
| All | +65.6% | +252.2% | -186.5% | +44.0% |
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