+13.3%
RMBS vs VSAT
+155.3%
-142.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.0% | -3.7% | -0.8% |
| 7D | -0.3% | +11.8% | -12.2% | -5.2% |
| 30D | -12.2% | -7.0% | -5.1% | -9.7% |
| 3M | -49.5% | +3.3% | -52.8% | -50.9% |
| 6M | -7.1% | +57.4% | -64.6% | -26.6% |
| YTD | -7.0% | +118.6% | -125.6% | -37.7% |
| 1Y | +13.3% | +150.2% | -136.9% | -28.2% |
| All | +13.3% | +155.3% | -142.0% | -28.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling