+35.3%
VSAT vs RGEN
-34.8%
+70.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.3% | +3.1% | +13.2% | +15.2% |
| 7D | +0.4% | +3.5% | -3.1% | -0.5% |
| 30D | +3.3% | +2.9% | +0.4% | +2.6% |
| 3M | -7.5% | +9.2% | -16.7% | -10.7% |
| 6M | +6.2% | +44.9% | -38.7% | -9.4% |
| YTD | +115.8% | +9.2% | +106.6% | +103.5% |
| 1Y | +107.7% | +25.3% | +82.4% | +86.5% |
| 3Y | +292.0% | +21.7% | +270.3% | +241.6% |
| 5Y | +35.3% | -34.5% | +69.8% | +21.1% |
| All | +35.3% | -34.8% | +70.1% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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