-17.4%
RMBS vs VSXY
+210.1%
-227.5%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +8.4% | -14.4% | -8.1% |
| 7D | -8.9% | +14.2% | -23.1% | -12.1% |
| 30D | -24.8% | +21.9% | -46.7% | -28.8% |
| 3M | -17.6% | +22.1% | -39.7% | -22.5% |
| 6M | -25.7% | +116.7% | -142.3% | -42.6% |
| YTD | -9.8% | +101.1% | -110.9% | -29.1% |
| 1Y | -17.4% | +208.0% | -225.4% | -43.4% |
| All | -17.4% | +210.1% | -227.5% | -43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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