-11.0%
RMBS vs VSAT
+83.0%
-94.0%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.9% | +1.7% | -1.0% |
| 7D | +10.3% | +5.9% | +4.4% | +7.2% |
| 30D | -10.7% | +9.7% | -20.4% | -14.4% |
| 3M | -17.2% | -18.3% | +1.1% | -10.7% |
| 6M | -39.0% | -4.1% | -35.0% | -40.0% |
| YTD | -10.5% | +96.5% | -107.0% | -35.9% |
| 1Y | -11.0% | +89.3% | -100.2% | -35.8% |
| All | -11.0% | +83.0% | -94.0% | -35.8% |
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