+1,030.0%
RMBS vs VSH
+279.0%
+751.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.4% | -3.1% | -1.1% |
| 7D | -0.3% | +4.1% | -4.4% | -2.6% |
| 30D | -12.2% | -4.2% | -8.0% | -10.2% |
| 3M | -49.5% | -50.0% | +0.4% | -27.4% |
| 6M | -7.1% | +80.2% | -87.3% | -33.2% |
| YTD | -7.0% | +121.1% | -128.1% | -40.1% |
| 1Y | +13.3% | +112.0% | -98.7% | -25.3% |
| 3Y | +49.2% | +22.5% | +26.7% | +29.4% |
| 5Y | +250.0% | +64.0% | +185.9% | +160.0% |
| 10Y | +495.1% | +170.4% | +324.8% | +216.4% |
| All | +1,030.0% | +279.0% | +751.1% | +341.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling