+132.7%
RMBS vs VIG
+617.8%
-485.1%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.8% |
| 7D | +3.0% | -0.4% | +3.4% | +3.5% |
| 30D | -14.4% | -2.1% | -12.3% | -12.0% |
| 3M | -42.8% | +3.3% | -46.2% | -45.5% |
| 6M | -1.4% | +9.3% | -10.7% | -12.1% |
| YTD | -5.4% | +10.1% | -15.6% | -16.0% |
| 1Y | +18.6% | +14.7% | +3.9% | +0.5% |
| 3Y | +57.3% | +56.9% | +0.3% | -8.1% |
| 5Y | +265.7% | +62.9% | +202.8% | +105.3% |
| 10Y | +546.0% | +241.3% | +304.7% | +31.9% |
| All | +132.7% | +617.8% | -485.1% | -82.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling