+115.0%
JCI vs VSAT
+53.4%
+61.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.2% | -2.2% | +0.7% |
| 7D | +5.1% | +17.3% | -12.2% | +3.6% |
| 30D | -3.8% | -3.3% | -0.6% | -3.6% |
| 3M | +1.9% | +18.7% | -16.8% | -0.3% |
| 6M | +11.2% | +77.6% | -66.4% | +4.6% |
| YTD | +22.9% | +125.6% | -102.7% | +12.6% |
| 1Y | +37.4% | +158.3% | -120.9% | +23.7% |
| 3Y | +167.8% | +226.1% | -58.3% | +122.7% |
| 5Y | +115.0% | +54.7% | +60.4% | +77.2% |
| All | +115.0% | +53.4% | +61.6% | +77.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling