+50.8%
RMBS vs VIG
+54.7%
-3.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.2% | -1.4% |
| 7D | +1.2% | -2.2% | +3.4% | +7.2% |
| 30D | -11.5% | -3.2% | -8.3% | -4.0% |
| 3M | -38.2% | +3.0% | -41.2% | -43.2% |
| 6M | -4.8% | +8.1% | -12.9% | -21.4% |
| YTD | -7.1% | +9.1% | -16.2% | -24.1% |
| 1Y | +10.7% | +12.6% | -1.9% | -15.1% |
| All | +50.8% | +54.7% | -3.9% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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