-11.0%
RMBS vs VSH
+92.4%
-103.4%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.2% | +1.0% | -0.3% |
| 7D | +10.3% | +14.3% | -4.0% | +0.1% |
| 30D | -10.7% | -7.9% | -2.9% | -6.5% |
| 3M | -17.2% | -19.9% | +2.6% | -5.3% |
| 6M | -39.0% | -30.5% | -8.5% | -24.9% |
| YTD | -10.5% | +85.7% | -96.2% | -47.9% |
| 1Y | -11.0% | +98.9% | -109.9% | -50.5% |
| All | -11.0% | +92.4% | -103.4% | -50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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