+27.7%
V vs RMBS
-18.4%
+46.1%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.2% | +4.5% | +1.2% |
| 7D | +0.9% | +10.3% | -9.4% | +1.3% |
| 30D | +9.0% | -10.7% | +19.7% | +8.5% |
| 3M | +16.7% | -17.2% | +33.9% | +16.0% |
| 6M | +33.4% | -39.0% | +72.4% | +31.4% |
| YTD | +22.4% | -10.5% | +32.9% | +20.7% |
| 1Y | +27.7% | -11.0% | +38.7% | +25.9% |
| All | +27.7% | -18.4% | +46.1% | +25.9% |
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