-1.8%
RMBS vs VSAT
+155.6%
-157.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | +1.8% | -1.3% | +3.1% | +2.1% |
| 30D | -13.9% | -14.8% | +0.9% | -8.3% |
| 3M | -39.8% | +2.2% | -42.0% | -41.2% |
| 6M | -6.0% | +60.2% | -66.2% | -25.7% |
| YTD | -5.4% | +115.6% | -121.0% | -35.0% |
| 1Y | -1.8% | +132.9% | -134.7% | -33.7% |
| All | -1.8% | +155.6% | -157.4% | -33.7% |
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 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