+16.4%
JPM vs VSAT
-5.8%
+22.2%
-9.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.9% | +5.9% | +1.1% |
| 7D | +3.5% | +5.9% | -2.4% | +3.3% |
| 30D | +3.3% | +9.7% | -6.4% | +2.9% |
| 3M | -4.2% | -18.3% | +14.1% | -3.9% |
| 6M | +16.4% | -4.1% | +20.4% | +16.1% |
| All | +16.4% | -5.8% | +22.2% | +16.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling