+50.8%
RMBS vs VSAT
+207.3%
-156.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.5% | -5.1% | -3.2% |
| 7D | +1.2% | +3.4% | -2.2% | +0.2% |
| 30D | -11.5% | -12.2% | +0.8% | -8.8% |
| 3M | -38.2% | +20.6% | -58.8% | -41.3% |
| 6M | -4.8% | +60.2% | -64.9% | -15.3% |
| YTD | -7.1% | +115.3% | -122.4% | -22.4% |
| 1Y | +10.7% | +154.6% | -143.9% | -10.4% |
| All | +50.8% | +207.3% | -156.5% | +7.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling