+240.5%
RMBS vs VT
+57.0%
+183.5%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -2.6% |
| 7D | +10.3% | +2.4% | +8.0% | +5.4% |
| 30D | -10.7% | -1.5% | -9.2% | -6.5% |
| 3M | -17.2% | -4.1% | -13.1% | -7.7% |
| 6M | -39.0% | +0.6% | -39.6% | -36.5% |
| YTD | -10.5% | +11.0% | -21.5% | -21.1% |
| 1Y | -11.0% | +13.3% | -24.3% | -24.1% |
| 3Y | +31.3% | +73.4% | -42.1% | -38.4% |
| All | +240.5% | +57.0% | +183.5% | +95.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling