+534.0%
RMBS vs VMC
+125.2%
+408.8%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.7% | -3.0% |
| 7D | +10.3% | -1.3% | +11.6% | +11.0% |
| 30D | -10.7% | +15.5% | -26.2% | -16.8% |
| 3M | -17.2% | +0.6% | -17.8% | -17.7% |
| 6M | -39.0% | +2.1% | -41.1% | -40.6% |
| YTD | -10.5% | -1.6% | -8.9% | -11.6% |
| 1Y | -11.0% | -1.2% | -9.8% | -12.1% |
| 3Y | +31.3% | +35.3% | -4.0% | +14.0% |
| 5Y | +242.8% | +43.6% | +199.2% | +187.4% |
| All | +534.0% | +125.2% | +408.8% | +331.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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