+59.0%
JD vs VSAT
+18.8%
+40.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +7.7% | -6.1% | +0.7% |
| 7D | +13.4% | -17.0% | +30.3% | +15.7% |
| 30D | +7.7% | -9.8% | +17.5% | +8.4% |
| 3M | -11.3% | -22.0% | +10.7% | -9.2% |
| 6M | -5.1% | -5.0% | -0.2% | -7.3% |
| YTD | +5.0% | +85.6% | -80.5% | -8.2% |
| 1Y | -5.6% | +80.2% | -85.8% | -17.7% |
| 3Y | +17.8% | +250.0% | -232.3% | -16.7% |
| 5Y | -57.2% | -4.6% | -52.6% | -63.4% |
| 10Y | +34.8% | -7.2% | +42.0% | +9.8% |
| All | +59.0% | +18.8% | +40.2% | +13.0% |
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 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