+175.1%
EWJ vs VSAT
+1,423.4%
-1,248.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.9% | +6.0% | -0.2% |
| 7D | +1.0% | +3.5% | -2.5% | +0.6% |
| 30D | +1.0% | -14.7% | +15.7% | +2.6% |
| 3M | +7.2% | +13.2% | -5.9% | +4.7% |
| 6M | +13.9% | +57.4% | -43.5% | +6.4% |
| YTD | +20.8% | +110.0% | -89.2% | +8.6% |
| 1Y | +26.4% | +134.4% | -108.0% | +11.3% |
| 3Y | +71.8% | +203.5% | -131.8% | +35.2% |
| 5Y | +49.9% | +47.1% | +2.7% | +23.1% |
| 10Y | +140.0% | +0.4% | +139.6% | +97.7% |
| All | +175.1% | +1,423.4% | -1,248.3% | +69.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling