+266.8%
RMBS vs VIG
+63.0%
+203.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +0.6% |
| 7D | +1.8% | -1.1% | +2.8% | +3.8% |
| 30D | -13.9% | -2.7% | -11.2% | -9.5% |
| 3M | -39.8% | +2.5% | -42.3% | -42.7% |
| 6M | -6.0% | +9.2% | -15.2% | -19.2% |
| YTD | -5.4% | +9.8% | -15.2% | -18.7% |
| 1Y | -1.8% | +12.4% | -14.2% | -18.2% |
| 3Y | +53.7% | +55.9% | -2.2% | -17.9% |
| All | +266.8% | +63.0% | +203.8% | +90.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling