+152.5%
JPM vs VSAT
+45.0%
+107.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.9% | +7.3% | +0.9% |
| 7D | -0.4% | +3.5% | -3.9% | -0.7% |
| 30D | -1.4% | -14.7% | +13.3% | -0.3% |
| 3M | +13.9% | +13.2% | +0.8% | +11.9% |
| 6M | +23.5% | +57.4% | -33.8% | +17.4% |
| YTD | +11.6% | +110.0% | -98.3% | +3.1% |
| 1Y | +21.4% | +134.4% | -113.0% | +10.5% |
| 3Y | +163.4% | +203.5% | -40.1% | +122.0% |
| 5Y | +152.5% | +47.1% | +105.4% | +108.9% |
| All | +152.5% | +45.0% | +107.6% | +108.9% |
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