+558.9%
RMBS vs VEU
+155.0%
+403.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +0.4% |
| 7D | +1.8% | -1.4% | +3.2% | +3.9% |
| 30D | -13.9% | -0.4% | -13.5% | -13.2% |
| 3M | -39.8% | +2.5% | -42.3% | -41.0% |
| 6M | -6.0% | +11.1% | -17.2% | -15.9% |
| YTD | -5.4% | +16.5% | -21.9% | -20.0% |
| 1Y | -1.8% | +22.9% | -24.7% | -21.9% |
| 3Y | +53.7% | +73.4% | -19.8% | -17.7% |
| 5Y | +268.5% | +56.1% | +212.4% | +126.2% |
| All | +558.9% | +155.0% | +403.9% | +152.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling