+617.4%
RVMD vs VSAT
+21.0%
+596.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.2% | -4.5% | -1.8% |
| 7D | -1.2% | +17.3% | -18.5% | -3.8% |
| 30D | +1.1% | -3.3% | +4.3% | +1.4% |
| 3M | +39.6% | +18.7% | +20.9% | +33.7% |
| 6M | +110.7% | +77.6% | +33.1% | +86.2% |
| YTD | +160.3% | +125.6% | +34.7% | +117.0% |
| 1Y | +404.9% | +158.3% | +246.6% | +305.5% |
| 3Y | +545.5% | +226.1% | +319.3% | +336.4% |
| 5Y | +584.7% | +54.7% | +530.0% | +432.9% |
| All | +617.4% | +21.0% | +596.4% | +534.4% |
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