+28.9%
VCIT vs RMBS
+512.9%
-484.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.0% | -7.1% | -0.3% |
| 7D | +0.1% | -12.0% | +12.1% | +0.3% |
| 30D | +1.9% | -33.1% | +35.1% | +2.6% |
| 3M | -1.4% | -23.7% | +22.3% | -1.1% |
| 6M | -2.1% | -42.7% | +40.6% | -1.4% |
| YTD | -1.6% | -18.9% | +17.3% | -1.9% |
| 1Y | -0.9% | -30.0% | +29.1% | -0.9% |
| 3Y | +20.0% | +28.8% | -8.8% | +17.4% |
| 5Y | +3.1% | +210.5% | -207.4% | -2.0% |
| All | +28.9% | +512.9% | -484.0% | +21.0% |
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