+325.6%
RMBS vs VT
+374.2%
-48.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.4% |
| 7D | -0.3% | +0.4% | -0.8% | -0.9% |
| 30D | -12.2% | +1.0% | -13.1% | -13.1% |
| 3M | -49.5% | +2.4% | -51.9% | -50.1% |
| 6M | -7.1% | +12.0% | -19.2% | -17.1% |
| YTD | -7.0% | +15.3% | -22.3% | -19.3% |
| 1Y | +13.3% | +22.6% | -9.2% | -7.6% |
| 3Y | +49.2% | +74.7% | -25.4% | -15.3% |
| 5Y | +250.0% | +66.1% | +183.8% | +114.7% |
| 10Y | +495.1% | +225.0% | +270.1% | +73.3% |
| All | +325.6% | +374.2% | -48.6% | -21.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling