+162.3%
JPM vs VSAT
+199.8%
-37.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.9% | +7.3% | +0.8% |
| 7D | -0.4% | +3.5% | -3.9% | -0.7% |
| 30D | -1.4% | -14.7% | +13.3% | -0.5% |
| 3M | +13.9% | +13.2% | +0.8% | +12.3% |
| 6M | +23.5% | +57.4% | -33.8% | +18.4% |
| YTD | +11.6% | +110.0% | -98.3% | +4.6% |
| 1Y | +21.4% | +134.4% | -113.0% | +12.5% |
| All | +162.3% | +199.8% | -37.5% | +128.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling