+53.7%
RMBS vs ITOT
+75.8%
-22.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | -0.3% |
| 7D | +1.8% | -0.9% | +2.7% | +4.2% |
| 30D | -13.9% | -1.5% | -12.4% | -10.6% |
| 3M | -39.8% | +3.6% | -43.4% | -44.3% |
| 6M | -6.0% | +13.7% | -19.7% | -29.2% |
| YTD | -5.4% | +12.9% | -18.3% | -26.6% |
| 1Y | -1.8% | +17.2% | -19.0% | -28.8% |
| 3Y | +53.7% | +75.6% | -22.0% | -52.8% |
| All | +53.7% | +75.8% | -22.1% | -52.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling