+54.3%
JD vs VSAT
+39.9%
+14.5%
-79.1%
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 | -1.7% | +11.8% | -13.5% | -3.1% |
| 30D | -13.2% | -7.0% | -6.1% | -12.4% |
| 3M | -3.2% | +3.3% | -6.5% | -5.1% |
| 6M | +15.2% | +57.4% | -42.2% | +5.2% |
| YTD | +2.0% | +118.6% | -116.6% | -12.1% |
| 1Y | -5.4% | +150.2% | -155.6% | -20.9% |
| 3Y | -9.1% | +160.7% | -169.8% | -31.3% |
| 5Y | -59.6% | +51.2% | -110.8% | -68.2% |
| 10Y | +26.2% | -0.7% | +26.9% | +5.4% |
| All | +54.3% | +39.9% | +14.5% | +8.3% |
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