-1.8%
RMBS vs VCLT
-4.4%
+2.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.8% |
| 7D | +1.8% | -1.4% | +3.1% | +4.5% |
| 30D | -13.9% | -1.2% | -12.7% | -12.0% |
| 3M | -39.8% | -4.8% | -35.0% | -33.7% |
| 6M | -6.0% | -2.6% | -3.4% | +0.8% |
| YTD | -5.4% | -3.3% | -2.0% | +1.5% |
| 1Y | -1.8% | -4.8% | +3.0% | +7.8% |
| All | -1.8% | -4.4% | +2.6% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 1y: compounded portfolio wealth divided by compounded VCLT 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…
1y analysis · Full analysis span regression · 6 months rolling