+124.7%
RY vs VSAT
+31.4%
+93.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.2% | +4.7% | -0.1% |
| 7D | -0.5% | +20.0% | -20.5% | -1.8% |
| 30D | +4.7% | +6.5% | -1.7% | +4.0% |
| 3M | -4.5% | -18.3% | +13.8% | -3.7% |
| 6M | +12.5% | +0.4% | +12.2% | +11.1% |
| YTD | +21.1% | +106.7% | -85.6% | +13.0% |
| 1Y | +38.6% | +89.9% | -51.2% | +29.8% |
| 3Y | +160.2% | +276.3% | -116.2% | +120.2% |
| 5Y | +124.7% | +32.9% | +91.8% | +104.9% |
| All | +124.7% | +31.4% | +93.3% | +104.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling