+564.0%
RMBS vs VO
+200.7%
+363.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +2.0% |
| 7D | +3.5% | -0.6% | +4.0% | +4.2% |
| 30D | -8.6% | -1.9% | -6.7% | -6.0% |
| 3M | -40.3% | +3.3% | -43.6% | -42.5% |
| 6M | -1.0% | +9.7% | -10.7% | -10.5% |
| YTD | -4.6% | +12.6% | -17.2% | -15.8% |
| 1Y | +17.6% | +13.6% | +3.9% | +3.8% |
| 3Y | +58.6% | +56.8% | +1.8% | +0.2% |
| 5Y | +270.9% | +42.3% | +228.7% | +164.2% |
| All | +564.0% | +200.7% | +363.3% | +101.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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