+41.4%
RMBS vs VLTO
+56.1%
-14.7%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.8% | +7.5% | +8.1% |
| 7D | -3.9% | +2.0% | -5.9% | -4.4% |
| 30D | -24.9% | +21.8% | -46.7% | -29.8% |
| 3M | -20.5% | +20.2% | -40.7% | -25.4% |
| 6M | -37.5% | +36.3% | -73.9% | -45.7% |
| YTD | -12.1% | +18.8% | -31.0% | -17.1% |
| 1Y | -25.0% | +20.4% | -45.4% | -30.2% |
| 3Y | +36.1% | +71.9% | -35.8% | +11.3% |
| All | +41.4% | +56.1% | -14.7% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 10y: compounded portfolio wealth divided by compounded VLTO 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…
10y analysis · Full analysis span regression · 6 months rolling