+31.3%
RMBS vs VO
+66.5%
-35.2%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.3% |
| 7D | +10.3% | +3.1% | +7.2% | +2.5% |
| 30D | -10.7% | +2.2% | -12.9% | -14.4% |
| 3M | -17.2% | -2.5% | -14.7% | -10.4% |
| 6M | -39.0% | +7.0% | -46.0% | -46.4% |
| YTD | -10.5% | +14.0% | -24.5% | -30.2% |
| 1Y | -11.0% | +15.6% | -26.6% | -32.6% |
| 3Y | +31.3% | +66.2% | -34.8% | -51.4% |
| All | +31.3% | +66.5% | -35.2% | -51.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling