+2,613.5%
JPM vs VSAT
+1,485.7%
+1,127.9%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.0% | -6.0% | -1.9% |
| 7D | +0.3% | +11.8% | -11.5% | -1.8% |
| 30D | -0.2% | -7.0% | +6.9% | +0.9% |
| 3M | +15.9% | +3.3% | +12.6% | +12.6% |
| 6M | +20.9% | +57.4% | -36.5% | +6.7% |
| YTD | +12.9% | +118.6% | -105.7% | -7.6% |
| 1Y | +20.3% | +150.2% | -129.9% | -5.6% |
| 3Y | +160.9% | +160.7% | +0.2% | +74.1% |
| 5Y | +154.8% | +51.2% | +103.6% | +76.4% |
| 10Y | +591.1% | -0.7% | +591.8% | +397.3% |
| All | +2,613.5% | +1,485.7% | +1,127.9% | +1,019.6% |
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