-16.0%
VSAT vs RNG
+234.5%
-250.4%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.7% | -4.3% | -4.8% |
| 7D | +5.9% | +4.6% | +1.3% | +4.8% |
| 30D | +9.7% | +0.4% | +9.3% | +9.7% |
| 3M | -18.3% | +11.4% | -29.7% | -20.7% |
| 6M | -4.1% | +95.7% | -99.7% | -21.1% |
| YTD | +96.5% | +162.9% | -66.4% | +43.6% |
| 1Y | +89.3% | +180.3% | -91.0% | +35.6% |
| 3Y | +270.1% | +188.3% | +81.7% | +163.5% |
| 5Y | +26.4% | -72.5% | +98.9% | +19.8% |
| All | -16.0% | +234.5% | -250.4% | -52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 10y: compounded portfolio wealth divided by compounded RNG 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…
10y analysis · Full analysis span regression · 6 months rolling