+558.9%
RMBS vs VMC
+156.6%
+402.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.5% |
| 7D | +1.8% | -3.8% | +5.5% | +3.5% |
| 30D | -13.9% | -9.7% | -4.2% | -9.8% |
| 3M | -39.8% | -9.6% | -30.2% | -37.8% |
| 6M | -6.0% | -4.8% | -1.2% | -5.1% |
| YTD | -5.4% | -10.9% | +5.5% | -1.8% |
| 1Y | -1.8% | -15.6% | +13.8% | +4.6% |
| 3Y | +53.7% | +19.3% | +34.3% | +42.0% |
| 5Y | +268.5% | +48.0% | +220.5% | +211.0% |
| All | +558.9% | +156.6% | +402.3% | +353.9% |
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