-5.2%
VSAT vs RBA
+236.6%
-241.8%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.3% | +2.4% | +13.9% | +15.4% |
| 7D | +0.4% | +2.5% | -2.2% | -0.6% |
| 30D | +3.3% | +11.6% | -8.3% | -1.4% |
| 3M | -7.5% | +1.5% | -9.0% | -8.8% |
| 6M | +6.2% | -6.6% | +12.9% | +7.4% |
| YTD | +115.8% | -6.3% | +122.1% | +116.3% |
| 1Y | +107.7% | -4.0% | +111.6% | +106.5% |
| 3Y | +292.0% | +47.3% | +244.8% | +227.6% |
| 5Y | +35.3% | +47.7% | -12.4% | +9.7% |
| 10Y | -5.2% | +224.7% | -229.9% | -50.4% |
| All | -5.2% | +236.6% | -241.8% | -50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 10y: compounded portfolio wealth divided by compounded RBA 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…
10y analysis · Full analysis span regression · 6 months rolling