+345.8%
RIO vs VSAT
-16.2%
+362.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.9% | +4.5% | +0.2% |
| 7D | -0.9% | +5.9% | -6.8% | -1.8% |
| 30D | -9.1% | +9.7% | -18.8% | -10.7% |
| 3M | -13.7% | -18.3% | +4.6% | -12.2% |
| 6M | -24.3% | -4.1% | -20.3% | -25.7% |
| YTD | +8.9% | +96.5% | -87.6% | -3.7% |
| 1Y | +22.7% | +89.3% | -66.6% | +8.6% |
| 3Y | +51.2% | +270.1% | -218.9% | +10.0% |
| 5Y | +88.1% | +26.4% | +61.7% | +58.0% |
| All | +345.8% | -16.2% | +362.0% | +248.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling