-6.0%
VSAT vs RCAT
-99.6%
+93.6%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.4% | +7.1% | +0.7% |
| 7D | -0.5% | -5.6% | +5.1% | -0.4% |
| 30D | +4.0% | -27.0% | +31.0% | +4.4% |
| 3M | -11.8% | -57.9% | +46.1% | -10.8% |
| 6M | +6.9% | -59.4% | +66.3% | +8.1% |
| YTD | +117.2% | -46.9% | +164.1% | +119.0% |
| 1Y | +102.4% | -54.0% | +156.5% | +104.3% |
| 3Y | +295.5% | +378.4% | -83.0% | +294.3% |
| 5Y | +37.0% | +61.9% | -24.9% | +36.8% |
| 10Y | -6.0% | -99.6% | +93.6% | -0.4% |
| All | -6.0% | -99.6% | +93.6% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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