+48.8%
VSAT vs RCAT
+183.7%
-134.9%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.0% | +7.0% | +5.3% |
| 7D | +11.8% | -1.4% | +13.2% | +12.0% |
| 30D | -7.0% | -3.3% | -3.7% | -6.7% |
| 3M | +3.3% | -43.2% | +46.5% | +10.3% |
| 6M | +57.4% | -43.2% | +100.6% | +65.8% |
| YTD | +118.6% | +5.5% | +113.0% | +115.6% |
| 1Y | +150.2% | -1.6% | +151.9% | +147.4% |
| 3Y | +160.7% | +773.7% | -613.0% | +137.2% |
| All | +48.8% | +183.7% | -134.9% | +39.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling