+54.7%
VSAT vs RVTY
-32.1%
+86.8%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.4% | +5.6% | +4.5% |
| 7D | +17.3% | +0.4% | +16.9% | +17.0% |
| 30D | -3.3% | +10.8% | -14.1% | -8.4% |
| 3M | +18.7% | +26.8% | -8.0% | +2.8% |
| 6M | +77.6% | +39.3% | +38.2% | +44.8% |
| YTD | +125.6% | +31.6% | +94.0% | +89.2% |
| 1Y | +158.3% | +47.7% | +110.6% | +104.0% |
| 3Y | +226.1% | +19.9% | +206.2% | +181.4% |
| 5Y | +54.7% | -32.3% | +87.0% | +61.8% |
| All | +54.7% | -32.1% | +86.8% | +61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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