+163.9%
RMBS vs VO
+825.6%
-661.7%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | +10.3% | +3.1% | +7.2% | +6.4% |
| 30D | -10.7% | +2.2% | -12.9% | -12.4% |
| 3M | -17.2% | -2.5% | -14.7% | -13.5% |
| 6M | -39.0% | +7.0% | -46.0% | -42.6% |
| YTD | -10.5% | +14.0% | -24.5% | -20.6% |
| 1Y | -11.0% | +15.6% | -26.6% | -22.3% |
| 3Y | +31.3% | +66.2% | -34.8% | -20.9% |
| 5Y | +242.8% | +36.6% | +206.1% | +163.1% |
| 10Y | +536.9% | +199.0% | +338.0% | +94.9% |
| All | +163.9% | +825.6% | -661.7% | -79.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling