-39.0%
RMBS vs VSAT
-5.8%
-33.2%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.9% | +1.7% | -0.9% |
| 7D | +10.3% | +5.9% | +4.4% | +7.0% |
| 30D | -10.7% | +9.7% | -20.4% | -14.5% |
| 3M | -17.2% | -18.3% | +1.1% | -11.1% |
| 6M | -39.0% | -4.1% | -35.0% | -39.2% |
| All | -39.0% | -5.8% | -33.2% | -39.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling