+1,573.8%
VSAT vs RGEN
+14,797.8%
-13,224.0%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.2% | +6.2% | +5.1% |
| 7D | +11.8% | -4.9% | +16.7% | +12.4% |
| 30D | -7.0% | +5.7% | -12.7% | -7.6% |
| 3M | +3.3% | +32.4% | -29.2% | -0.3% |
| 6M | +57.4% | +33.2% | +24.3% | +51.5% |
| YTD | +118.6% | +2.3% | +116.3% | +116.5% |
| 1Y | +150.2% | +39.0% | +111.2% | +139.7% |
| 3Y | +160.7% | -4.6% | +165.3% | +157.5% |
| 5Y | +51.2% | -42.7% | +93.9% | +54.2% |
| 10Y | -0.7% | +433.6% | -434.2% | -18.5% |
| All | +1,573.8% | +14,797.8% | -13,224.0% | +880.8% |
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