+1,030.0%
RMBS vs VFC
+226.8%
+803.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.0% | +0.4% |
| 7D | -0.3% | -1.6% | +1.3% | +0.3% |
| 30D | -12.2% | -11.6% | -0.5% | -8.0% |
| 3M | -49.5% | -18.1% | -31.4% | -46.4% |
| 6M | -7.1% | -27.4% | +20.2% | +3.1% |
| YTD | -7.0% | -24.8% | +17.8% | +1.4% |
| 1Y | +13.3% | -8.2% | +21.6% | +13.3% |
| 3Y | +49.2% | -29.1% | +78.4% | +42.2% |
| 5Y | +250.0% | -79.2% | +329.1% | +442.1% |
| 10Y | +495.1% | -68.1% | +563.2% | +601.0% |
| All | +1,030.0% | +226.8% | +803.3% | +268.5% |
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 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