+271.4%
RMBS vs VSH
+66.1%
+205.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.4% |
| 7D | +3.5% | +3.5% | -0.1% | +0.8% |
| 30D | -8.6% | -4.4% | -4.2% | -5.7% |
| 3M | -40.3% | -45.8% | +5.5% | -9.9% |
| 6M | -1.0% | +90.1% | -91.1% | -40.8% |
| YTD | -4.6% | +120.3% | -124.9% | -49.1% |
| 1Y | +17.6% | +112.2% | -94.7% | -35.7% |
| 3Y | +58.6% | +36.6% | +22.1% | +16.1% |
| All | +271.4% | +66.1% | +205.3% | +124.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling