+546.6%
RMBS vs VFC
-70.4%
+617.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -1.1% | -2.1% |
| 7D | +1.2% | -3.3% | +4.5% | +2.3% |
| 30D | -11.5% | -14.0% | +2.5% | -7.1% |
| 3M | -38.2% | -22.6% | -15.7% | -33.6% |
| 6M | -4.8% | -24.7% | +20.0% | +3.0% |
| YTD | -7.1% | -29.0% | +21.8% | +2.1% |
| 1Y | +10.7% | -13.8% | +24.5% | +13.4% |
| 3Y | +54.5% | -28.2% | +82.7% | +49.8% |
| 5Y | +261.7% | -79.0% | +340.6% | +464.0% |
| All | +546.6% | -70.4% | +617.0% | +735.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VFC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling