-4.1%
VSAT vs RNG
+82.5%
-86.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.7% | -4.3% | -5.0% |
| 7D | +5.9% | +4.6% | +1.3% | +6.1% |
| 30D | +9.7% | +0.4% | +9.3% | +10.3% |
| 3M | -18.3% | +11.4% | -29.7% | -16.3% |
| 6M | -4.1% | +95.7% | -99.7% | +6.5% |
| All | -4.1% | +82.5% | -86.5% | +6.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling