+133.0%
JPM vs VSAT
+38.6%
+94.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | 0.0% | +0.4% |
| 7D | -2.5% | +12.5% | -14.9% | -3.4% |
| 30D | +2.7% | +11.0% | -8.3% | +1.5% |
| 3M | -4.7% | -11.1% | +6.4% | -4.4% |
| 6M | +15.6% | +2.8% | +12.7% | +13.6% |
| YTD | +8.6% | +118.0% | -109.4% | -0.5% |
| 1Y | +10.9% | +97.1% | -86.2% | +2.2% |
| 3Y | +149.9% | +296.8% | -146.9% | +103.9% |
| All | +133.0% | +38.6% | +94.4% | +107.4% |
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