+261.7%
RMBS vs VEU
+53.0%
+208.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.3% | -0.3% |
| 7D | +1.2% | -1.9% | +3.1% | +4.7% |
| 30D | -11.5% | -0.7% | -10.8% | -10.2% |
| 3M | -38.2% | +4.9% | -43.1% | -42.1% |
| 6M | -4.8% | +9.8% | -14.6% | -15.2% |
| YTD | -7.1% | +15.3% | -22.4% | -22.9% |
| 1Y | +10.7% | +23.0% | -12.3% | -15.9% |
| 3Y | +54.5% | +73.5% | -19.0% | -24.8% |
| 5Y | +261.7% | +54.5% | +207.2% | +99.8% |
| All | +261.7% | +53.0% | +208.6% | +99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling