+558.9%
RMBS vs ITOT
+303.4%
+255.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +0.6% |
| 7D | +1.8% | -0.9% | +2.7% | +3.2% |
| 30D | -13.9% | -1.5% | -12.4% | -12.0% |
| 3M | -39.8% | +3.6% | -43.4% | -42.3% |
| 6M | -6.0% | +13.7% | -19.7% | -19.6% |
| YTD | -5.4% | +12.9% | -18.3% | -17.5% |
| 1Y | -1.8% | +17.2% | -19.0% | -17.5% |
| 3Y | +53.7% | +75.6% | -22.0% | -17.4% |
| 5Y | +268.5% | +75.5% | +193.0% | +101.2% |
| All | +558.9% | +303.4% | +255.4% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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