+210.7%
RMBS vs VT
+53.4%
+157.3%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.2% | +6.7% | +6.5% |
| 7D | -12.0% | -2.3% | -9.6% | -6.9% |
| 30D | -33.1% | -5.0% | -28.2% | -24.7% |
| 3M | -23.7% | -4.9% | -18.8% | -13.7% |
| 6M | -42.7% | -1.5% | -41.1% | -37.8% |
| YTD | -18.9% | +8.5% | -27.4% | -25.1% |
| 1Y | -30.0% | +11.4% | -41.4% | -38.1% |
| 3Y | +28.8% | +70.1% | -41.3% | -37.0% |
| All | +210.7% | +53.4% | +157.3% | +85.7% |
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