+103.5%
V vs RMBS
+240.0%
-136.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +0.6% | -8.4% | +9.0% | +1.1% |
| 30D | +9.7% | -24.9% | +34.6% | +11.6% |
| 3M | +17.3% | -15.8% | +33.1% | +18.0% |
| 6M | +33.2% | -37.5% | +70.7% | +35.7% |
| YTD | +21.3% | -12.1% | +33.4% | +16.9% |
| 1Y | +27.3% | -27.0% | +54.3% | +25.1% |
| 3Y | +76.1% | +28.8% | +47.3% | +51.2% |
| 5Y | +103.5% | +236.2% | -132.8% | +28.7% |
| All | +103.5% | +240.0% | -136.6% | +28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling