-7.1%
RMBS vs VLTO
+1.3%
-8.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +0.6% |
| 7D | -0.3% | -2.3% | +1.9% | -1.3% |
| 30D | -12.2% | -0.9% | -11.3% | -12.4% |
| 3M | -49.5% | +13.8% | -63.4% | -49.3% |
| 6M | -7.1% | +2.0% | -9.2% | +5.8% |
| All | -7.1% | +1.3% | -8.5% | +5.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling