+419.7%
RMBS vs VCLT
+103.3%
+316.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +3.0% | +0.3% | +2.6% | +2.9% |
| 30D | -14.4% | -0.6% | -13.8% | -14.3% |
| 3M | -42.8% | -2.2% | -40.6% | -42.5% |
| 6M | -1.4% | -2.9% | +1.5% | -0.6% |
| YTD | -5.4% | -2.1% | -3.4% | -4.8% |
| 1Y | +18.6% | -2.6% | +21.2% | +19.5% |
| 3Y | +57.3% | +12.5% | +44.8% | +55.0% |
| 5Y | +265.7% | -15.3% | +281.0% | +256.4% |
| 10Y | +546.0% | +16.6% | +529.4% | +605.9% |
| All | +419.7% | +103.3% | +316.4% | +763.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling