-11.0%
RMBS vs VFC
+37.3%
-48.3%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.2% | -6.5% | -4.0% |
| 7D | +10.3% | +1.6% | +8.7% | +9.9% |
| 30D | -10.7% | +25.5% | -36.2% | -15.5% |
| 3M | -17.2% | +41.3% | -58.5% | -24.5% |
| 6M | -39.0% | +22.2% | -61.2% | -42.8% |
| YTD | -10.5% | +16.4% | -26.9% | -14.6% |
| 1Y | -11.0% | +38.4% | -49.4% | -16.7% |
| All | -11.0% | +37.3% | -48.3% | -16.7% |
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 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