+270.9%
RMBS vs VFC
-78.7%
+349.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +1.5% |
| 7D | +3.5% | -2.3% | +5.8% | +4.1% |
| 30D | -8.6% | -13.4% | +4.8% | -4.9% |
| 3M | -40.3% | -23.7% | -16.6% | -36.2% |
| 6M | -1.0% | -24.5% | +23.5% | +5.9% |
| YTD | -4.6% | -27.8% | +23.2% | +3.1% |
| 1Y | +17.6% | -13.5% | +31.0% | +20.2% |
| 3Y | +58.6% | -27.1% | +85.8% | +57.0% |
| 5Y | +270.9% | -79.0% | +349.9% | +472.3% |
| All | +270.9% | -78.7% | +349.6% | +472.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling