+558.9%
RMBS vs VRSN
+299.1%
+259.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.3% |
| 7D | +1.8% | +0.2% | +1.6% | +1.6% |
| 30D | -13.9% | +3.8% | -17.7% | -15.6% |
| 3M | -39.8% | +5.0% | -44.8% | -42.1% |
| 6M | -6.0% | +24.9% | -30.9% | -18.5% |
| YTD | -5.4% | +21.6% | -27.0% | -17.3% |
| 1Y | -1.8% | +2.4% | -4.2% | -6.0% |
| 3Y | +53.7% | +47.3% | +6.3% | +15.1% |
| 5Y | +268.5% | +34.7% | +233.8% | +185.8% |
| All | +558.9% | +299.1% | +259.8% | +246.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 VRSN 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