+41.4%
RMBS vs VLTO
+56.3%
-14.9%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -8.4% | +1.6% | -10.0% | -8.8% |
| 30D | -24.9% | +22.0% | -46.8% | -29.8% |
| 3M | -15.8% | +21.9% | -37.7% | -21.5% |
| 6M | -37.5% | +36.5% | -74.0% | -45.7% |
| YTD | -12.1% | +19.0% | -31.1% | -17.1% |
| 1Y | -27.0% | +21.0% | -48.0% | -32.2% |
| 3Y | +28.8% | +69.9% | -41.1% | +6.0% |
| All | +41.4% | +56.3% | -14.9% | +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