+53.5%
RMBS vs VFC
-25.6%
+79.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.5% | +2.2% |
| 7D | +3.0% | +0.8% | +2.1% | +2.7% |
| 30D | -14.4% | -11.9% | -2.5% | -11.3% |
| 3M | -42.8% | -20.2% | -22.7% | -39.7% |
| 6M | -1.4% | -23.0% | +21.6% | +5.0% |
| YTD | -5.4% | -26.2% | +20.8% | +1.7% |
| 1Y | +18.6% | -13.3% | +31.9% | +21.1% |
| All | +53.5% | -25.6% | +79.1% | +44.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling