+1,049.0%
RMBS vs VSAT
+1,297.8%
-248.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.2% | -1.6% | +0.7% |
| 7D | +3.0% | +17.3% | -14.4% | -1.8% |
| 30D | -14.4% | -3.3% | -11.1% | -13.7% |
| 3M | -42.8% | +18.7% | -61.6% | -46.2% |
| 6M | -1.4% | +77.6% | -78.9% | -18.2% |
| YTD | -5.4% | +125.6% | -131.1% | -27.3% |
| 1Y | +18.6% | +158.3% | -139.7% | -13.0% |
| 3Y | +57.3% | +226.1% | -168.9% | -12.1% |
| 5Y | +265.7% | +54.7% | +211.0% | +129.4% |
| 10Y | +546.0% | +3.5% | +542.5% | +319.0% |
| All | +1,049.0% | +1,297.8% | -248.8% | +182.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling