+207.8%
VSAT vs RNG
+122.1%
+85.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.8% | -6.1% | -6.7% |
| 7D | +3.5% | -4.1% | +7.5% | +4.7% |
| 30D | -14.7% | +8.6% | -23.3% | -17.5% |
| 3M | +13.2% | +78.0% | -64.8% | -10.2% |
| 6M | +57.4% | +67.0% | -9.7% | +23.5% |
| YTD | +110.0% | +142.4% | -32.4% | +29.4% |
| 1Y | +134.4% | +120.4% | +14.0% | +51.7% |
| All | +207.8% | +122.1% | +85.7% | +81.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling