+13.7%
RMBS vs VO
+13.4%
+0.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +3.7% |
| 7D | +3.5% | -0.6% | +4.0% | +5.3% |
| 30D | -8.6% | -1.9% | -6.7% | -2.3% |
| 3M | -40.3% | +3.3% | -43.6% | -46.2% |
| 6M | -1.0% | +9.7% | -10.7% | -24.5% |
| YTD | -4.6% | +12.6% | -17.2% | -32.0% |
| All | +13.7% | +13.4% | +0.2% | -19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling