+261.7%
RMBS vs VSAT
+50.0%
+211.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.5% | -5.1% | -3.2% |
| 7D | +1.2% | +3.4% | -2.2% | +0.3% |
| 30D | -11.5% | -12.2% | +0.8% | -9.0% |
| 3M | -38.2% | +20.6% | -58.8% | -41.1% |
| 6M | -4.8% | +60.2% | -64.9% | -14.7% |
| YTD | -7.1% | +115.3% | -122.4% | -21.8% |
| 1Y | +10.7% | +154.6% | -143.9% | -9.7% |
| 3Y | +54.5% | +211.2% | -156.7% | +8.3% |
| 5Y | +261.7% | +52.7% | +209.0% | +153.5% |
| All | +261.7% | +50.0% | +211.7% | +153.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling