+247.0%
RMBS vs VT
+345.0%
-98.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -4.1% | -11.9% | -10.5% |
| 7D | -23.4% | -4.2% | -19.2% | -18.4% |
| 30D | -38.9% | -5.8% | -33.1% | -33.3% |
| 3M | -28.4% | -5.2% | -23.1% | -22.0% |
| 6M | -40.9% | +0.1% | -41.1% | -38.7% |
| YTD | -24.2% | +8.2% | -32.4% | -27.5% |
| 1Y | -35.8% | +10.1% | -46.0% | -39.7% |
| 3Y | +20.0% | +69.7% | -49.7% | -28.2% |
| 5Y | +190.3% | +53.4% | +137.0% | +100.3% |
| 10Y | +484.1% | +219.2% | +264.9% | +78.0% |
| All | +247.0% | +345.0% | -98.0% | -29.0% |
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