-27.0%
RMBS vs VLTO
+20.2%
-47.2%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.8% | +7.5% | +8.6% |
| 7D | -3.9% | +2.0% | -5.9% | -3.3% |
| 30D | -24.9% | +21.8% | -46.7% | -19.9% |
| 3M | -20.5% | +20.2% | -40.7% | -15.2% |
| 6M | -37.5% | +36.3% | -73.9% | -33.7% |
| YTD | -12.1% | +18.8% | -31.0% | -2.3% |
| All | -27.0% | +20.2% | -47.2% | -18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling