+54.7%
VSAT vs RGEN
-42.7%
+97.4%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.6% | +2.7% | +3.0% |
| 7D | +17.3% | -0.9% | +18.2% | +17.6% |
| 30D | -3.3% | +2.8% | -6.1% | -4.3% |
| 3M | +18.7% | +34.5% | -15.7% | +5.2% |
| 6M | +77.6% | +40.5% | +37.1% | +53.3% |
| YTD | +125.6% | +2.8% | +122.8% | +118.2% |
| 1Y | +158.3% | +39.6% | +118.7% | +123.8% |
| 3Y | +226.1% | +4.4% | +221.7% | +199.8% |
| 5Y | +54.7% | -42.8% | +97.4% | +43.3% |
| All | +54.7% | -42.7% | +97.4% | +43.3% |
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