+2,511.1%
JPM vs VSAT
+1,481.5%
+1,029.6%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | 0.0% | +0.3% |
| 7D | -2.5% | +12.5% | -14.9% | -4.9% |
| 30D | +2.7% | +11.0% | -8.3% | -0.2% |
| 3M | -4.7% | -11.1% | +6.4% | -4.1% |
| 6M | +15.6% | +2.8% | +12.7% | +10.3% |
| YTD | +8.6% | +118.0% | -109.4% | -12.2% |
| 1Y | +10.9% | +97.1% | -86.2% | -9.2% |
| 3Y | +149.9% | +296.8% | -146.9% | +51.8% |
| 5Y | +131.9% | +38.7% | +93.3% | +62.8% |
| 10Y | +481.0% | -7.4% | +488.4% | +319.2% |
| All | +2,511.1% | +1,481.5% | +1,029.6% | +963.7% |
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 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