+29.3%
V vs RMBS
-18.2%
+47.5%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -6.0% | +9.8% | +3.5% |
| 7D | +9.0% | -8.9% | +17.9% | +8.5% |
| 30D | +18.1% | -24.8% | +42.9% | +16.7% |
| 3M | +18.3% | -17.6% | +35.9% | +17.6% |
| 6M | +34.1% | -25.7% | +59.7% | +31.8% |
| YTD | +25.2% | -9.8% | +35.0% | +23.3% |
| 1Y | +29.3% | -17.4% | +46.7% | +26.9% |
| All | +29.3% | -18.2% | +47.5% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 1y: compounded portfolio wealth divided by compounded RMBS 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…
1y analysis · Full analysis span regression · 6 months rolling