+987.3%
RMBS vs VSAT
+1,117.4%
-130.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.9% | +1.7% | -1.8% |
| 7D | +10.3% | +5.9% | +4.4% | +8.3% |
| 30D | -10.7% | +9.7% | -20.4% | -13.0% |
| 3M | -17.2% | -18.3% | +1.1% | -12.3% |
| 6M | -39.0% | -4.1% | -35.0% | -39.4% |
| YTD | -10.5% | +96.5% | -107.0% | -28.5% |
| 1Y | -11.0% | +89.3% | -100.2% | -28.4% |
| 3Y | +31.3% | +270.1% | -238.7% | -28.4% |
| 5Y | +242.8% | +26.4% | +216.4% | +130.6% |
| 10Y | +536.9% | -16.5% | +553.5% | +341.2% |
| All | +987.3% | +1,117.4% | -130.1% | +178.2% |
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 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