+30.5%
RMBS vs VLTO
+54.8%
-24.3%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.5% | +6.5% | +6.8% |
| 7D | -12.0% | +5.4% | -17.3% | -13.3% |
| 30D | -33.1% | +22.3% | -55.5% | -37.7% |
| 3M | -23.7% | +19.6% | -43.3% | -28.4% |
| 6M | -42.7% | +35.2% | -77.8% | -50.1% |
| YTD | -18.9% | +17.9% | -36.7% | -23.3% |
| 1Y | -30.0% | +19.5% | -49.5% | -34.7% |
| 3Y | +28.8% | +73.9% | -45.1% | +4.5% |
| All | +30.5% | +54.8% | -24.3% | +14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling