+1,984.4%
RSG vs VSAT
+713.1%
+1,271.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.2% | -3.7% | -0.8% |
| 7D | -0.7% | +17.3% | -18.0% | -2.3% |
| 30D | +3.3% | -3.3% | +6.6% | +3.5% |
| 3M | +8.5% | +18.7% | -10.3% | +5.2% |
| 6M | -3.5% | +77.6% | -81.1% | -11.0% |
| YTD | +5.5% | +125.6% | -120.1% | -5.8% |
| 1Y | -1.7% | +158.3% | -160.0% | -14.4% |
| 3Y | +56.9% | +226.1% | -169.2% | +21.9% |
| 5Y | +89.4% | +54.7% | +34.7% | +54.0% |
| 10Y | +412.5% | +3.5% | +409.0% | +318.5% |
| All | +1,984.4% | +713.1% | +1,271.3% | +664.5% |
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 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