+52.7%
VSAT vs RNG
-70.1%
+122.8%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +2.8% |
| 7D | +3.4% | -9.6% | +13.0% | +6.4% |
| 30D | -12.2% | +8.8% | -21.0% | -14.9% |
| 3M | +20.6% | +78.6% | -58.0% | -2.0% |
| 6M | +60.2% | +70.3% | -10.1% | +28.5% |
| YTD | +115.3% | +140.3% | -25.1% | +47.1% |
| 1Y | +154.6% | +126.6% | +28.0% | +77.1% |
| 3Y | +211.2% | +120.2% | +90.9% | +113.4% |
| 5Y | +52.7% | -68.3% | +121.0% | +33.2% |
| All | +52.7% | -70.1% | +122.8% | +33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling