+31.3%
RMBS vs VLTO
+70.6%
-39.3%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.9% | -3.4% |
| 7D | +10.3% | +1.0% | +9.3% | +10.0% |
| 30D | -10.7% | +17.5% | -28.2% | -15.0% |
| 3M | -17.2% | +21.4% | -38.6% | -22.3% |
| 6M | -39.0% | +38.1% | -77.2% | -47.1% |
| YTD | -10.5% | +19.0% | -29.5% | -15.0% |
| 1Y | -11.0% | +20.7% | -31.6% | -16.6% |
| 3Y | +31.3% | +64.3% | -32.9% | +19.5% |
| All | +31.3% | +70.6% | -39.3% | +19.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling