+561.2%
RMBS vs VT
+224.4%
+336.8%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.1% | +4.6% | +3.8% |
| 7D | +3.0% | -0.7% | +3.7% | +5.3% |
| 30D | -15.5% | -1.7% | -13.8% | -11.9% |
| 3M | -11.5% | -2.3% | -9.2% | -6.3% |
| 6M | -36.5% | +1.5% | -38.1% | -35.3% |
| YTD | -7.1% | +12.0% | -19.2% | -16.8% |
| 1Y | -18.7% | +12.9% | -31.5% | -27.5% |
| 3Y | +36.2% | +74.9% | -38.8% | -28.4% |
| 5Y | +252.0% | +59.9% | +192.1% | +112.7% |
| 10Y | +561.2% | +224.6% | +336.6% | +63.6% |
| All | +561.2% | +224.4% | +336.8% | +63.6% |
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