-1.8%
RMBS vs VSH
+119.5%
-121.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.1% | -4.2% | -2.4% |
| 7D | +1.8% | +4.8% | -3.0% | -1.6% |
| 30D | -13.9% | -0.7% | -13.2% | -13.7% |
| 3M | -39.8% | -43.1% | +3.3% | -12.1% |
| 6M | -6.0% | +91.8% | -97.8% | -44.6% |
| YTD | -5.4% | +131.6% | -137.0% | -52.0% |
| 1Y | -1.8% | +118.1% | -119.9% | -48.3% |
| All | -1.8% | +119.5% | -121.3% | -48.3% |
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