+1,552.7%
VSAT vs RGEN
+15,805.8%
-14,253.1%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.3% | +3.1% | +13.2% | +15.9% |
| 7D | +0.4% | +3.5% | -3.1% | +0.1% |
| 30D | +3.3% | +2.9% | +0.4% | +3.1% |
| 3M | -7.5% | +9.2% | -16.7% | -8.4% |
| 6M | +6.2% | +44.9% | -38.7% | +1.3% |
| YTD | +115.8% | +9.2% | +106.6% | +112.2% |
| 1Y | +107.7% | +25.3% | +82.4% | +101.3% |
| 3Y | +292.0% | +21.7% | +270.3% | +278.5% |
| 5Y | +35.3% | -34.5% | +69.8% | +36.4% |
| 10Y | -5.2% | +478.9% | -484.1% | -22.8% |
| All | +1,552.7% | +15,805.8% | -14,253.1% | +861.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling