+541.3%
RMBS vs VT
+223.7%
+317.6%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.6% | +5.7% | +4.1% |
| 7D | -3.9% | +0.4% | -4.3% | -3.7% |
| 30D | -24.9% | -2.6% | -22.3% | -20.6% |
| 3M | -20.5% | -3.2% | -17.2% | -14.6% |
| 6M | -37.5% | +0.9% | -38.5% | -35.7% |
| YTD | -12.1% | +11.3% | -23.4% | -20.5% |
| 1Y | -25.0% | +14.0% | -39.0% | -34.1% |
| 3Y | +36.1% | +75.8% | -39.7% | -28.7% |
| 5Y | +236.1% | +57.8% | +178.3% | +106.9% |
| 10Y | +541.3% | +219.8% | +321.5% | +68.6% |
| All | +541.3% | +223.7% | +317.6% | +68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling