+25.3%
VSAT vs RBA
+45.7%
-20.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.9% | -5.9% | -5.3% |
| 7D | +5.9% | +1.7% | +4.2% | +5.4% |
| 30D | +9.7% | +8.3% | +1.4% | +6.4% |
| 3M | -18.3% | +10.5% | -28.9% | -21.6% |
| 6M | -4.1% | -5.9% | +1.8% | -3.1% |
| YTD | +96.5% | -6.9% | +103.4% | +97.6% |
| 1Y | +89.3% | -4.9% | +94.1% | +89.1% |
| 3Y | +270.1% | +64.5% | +205.6% | +212.9% |
| All | +25.3% | +45.7% | -20.5% | +11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling