+484.0%
V vs RMBS
+534.0%
-50.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.2% | +4.5% | +1.8% |
| 7D | +0.9% | +10.3% | -9.4% | -0.7% |
| 30D | +9.0% | -10.7% | +19.7% | +10.2% |
| 3M | +16.7% | -17.2% | +33.9% | +18.7% |
| 6M | +33.4% | -39.0% | +72.4% | +39.6% |
| YTD | +22.4% | -10.5% | +32.9% | +14.5% |
| 1Y | +27.7% | -11.0% | +38.7% | +19.0% |
| 3Y | +78.0% | +31.3% | +46.6% | +36.8% |
| 5Y | +108.5% | +242.8% | -134.3% | +4.7% |
| All | +484.0% | +534.0% | -50.0% | +96.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling