+968.1%
JCI vs VSAT
+1,485.7%
-517.6%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.0% | -3.1% | +1.2% |
| 7D | +3.8% | +11.8% | -8.0% | +2.1% |
| 30D | -5.7% | -7.0% | +1.4% | -4.8% |
| 3M | -1.4% | +3.3% | -4.7% | -3.1% |
| 6M | +4.1% | +57.4% | -53.3% | -4.7% |
| YTD | +21.7% | +118.6% | -96.8% | +5.1% |
| 1Y | +36.1% | +150.2% | -114.1% | +13.9% |
| 3Y | +154.4% | +160.7% | -6.3% | +89.6% |
| 5Y | +112.0% | +51.2% | +60.8% | +63.1% |
| 10Y | +322.2% | -0.7% | +322.9% | +231.3% |
| All | +968.1% | +1,485.7% | -517.6% | +435.7% |
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