+1,023.6%
RMBS vs VFC
+390.0%
+633.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | +0.7% |
| 7D | +21.9% | -1.4% | +23.4% | +22.7% |
| 30D | -13.4% | +24.6% | -38.1% | -20.8% |
| 3M | -15.9% | +38.4% | -54.3% | -26.5% |
| 6M | -34.8% | +15.3% | -50.1% | -40.0% |
| YTD | -7.5% | +12.7% | -20.3% | -14.4% |
| 1Y | -16.9% | +32.7% | -49.5% | -28.3% |
| 3Y | +35.5% | +43.7% | -8.2% | +0.1% |
| 5Y | +254.2% | -69.2% | +323.3% | +370.7% |
| 10Y | +558.2% | -50.0% | +608.1% | +546.2% |
| All | +1,023.6% | +390.0% | +633.5% | +210.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling