+13.3%
RMBS vs VEU
+28.8%
-15.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | -0.1% |
| 7D | -0.3% | +1.1% | -1.5% | -3.4% |
| 30D | -12.2% | +2.2% | -14.3% | -16.8% |
| 3M | -49.5% | +3.0% | -52.5% | -51.9% |
| 6M | -7.1% | +10.9% | -18.0% | -23.4% |
| YTD | -7.0% | +18.2% | -25.2% | -39.7% |
| 1Y | +13.3% | +28.3% | -14.9% | -47.5% |
| All | +13.3% | +28.8% | -15.5% | -47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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