+470.3%
VSAT vs RCAT
-100.0%
+570.3%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.3% | +11.4% | +4.9% | +16.3% |
| 7D | +0.4% | +1.1% | -0.8% | +0.4% |
| 30D | +3.3% | -22.0% | +25.3% | +3.4% |
| 3M | -7.5% | -51.1% | +43.7% | -7.3% |
| 6M | +6.2% | -56.6% | +62.8% | +6.5% |
| YTD | +115.8% | -43.3% | +159.1% | +116.2% |
| 1Y | +107.7% | -51.5% | +159.2% | +108.1% |
| 3Y | +292.0% | +411.4% | -119.3% | +291.7% |
| 5Y | +35.3% | +74.4% | -39.1% | +35.2% |
| 10Y | -5.2% | -99.6% | +94.4% | -4.4% |
| All | +470.3% | -100.0% | +570.3% | +465.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling