+13.7%
RMBS vs VFC
-13.4%
+27.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +1.7% |
| 7D | +3.5% | -2.3% | +5.8% | +4.3% |
| 30D | -8.6% | -13.4% | +4.8% | -3.8% |
| 3M | -40.3% | -23.7% | -16.6% | -35.1% |
| 6M | -1.0% | -24.5% | +23.5% | +6.9% |
| YTD | -4.6% | -27.8% | +23.2% | +4.4% |
| All | +13.7% | -13.4% | +27.1% | +9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling