+54.9%
RMBS vs VCLT
+12.6%
+42.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.1% |
| 7D | +3.5% | 0.0% | +3.4% | +3.4% |
| 30D | -8.6% | +0.1% | -8.7% | -8.8% |
| 3M | -40.3% | -2.9% | -37.4% | -38.3% |
| 6M | -1.0% | -4.0% | +3.0% | +3.7% |
| YTD | -4.6% | -2.2% | -2.4% | -1.7% |
| 1Y | +17.6% | -2.6% | +20.2% | +21.7% |
| All | +54.9% | +12.6% | +42.2% | +41.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling