+987.3%
RMBS vs VFC
+405.9%
+581.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.2% | -6.5% | -4.5% |
| 7D | +10.3% | +1.6% | +8.7% | +9.6% |
| 30D | -10.7% | +25.5% | -36.2% | -18.5% |
| 3M | -17.2% | +41.3% | -58.5% | -28.3% |
| 6M | -39.0% | +22.2% | -61.2% | -45.2% |
| YTD | -10.5% | +16.4% | -26.9% | -18.3% |
| 1Y | -11.0% | +38.4% | -49.4% | -24.6% |
| 3Y | +31.3% | +56.2% | -24.9% | -6.2% |
| 5Y | +242.8% | -68.2% | +310.9% | +349.5% |
| 10Y | +536.9% | -48.4% | +585.3% | +517.2% |
| All | +987.3% | +405.9% | +581.4% | +196.9% |
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