+589.6%
RMBS vs VTEB
+26.0%
+563.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.3% |
| 7D | +3.5% | -0.7% | +4.2% | +4.1% |
| 30D | -8.6% | -2.1% | -6.5% | -6.9% |
| 3M | -40.3% | -2.7% | -37.6% | -38.9% |
| 6M | -1.0% | -2.1% | +1.1% | +1.1% |
| YTD | -4.6% | -1.1% | -3.5% | -3.2% |
| 1Y | +17.6% | +1.3% | +16.2% | +17.3% |
| 3Y | +58.6% | +9.0% | +49.6% | +48.8% |
| 5Y | +270.9% | +1.5% | +269.4% | +263.7% |
| 10Y | +569.1% | +18.5% | +550.6% | +659.3% |
| All | +589.6% | +26.0% | +563.6% | +725.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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