+3.6%
VCIT vs RMBS
+260.2%
-256.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.1% |
| 7D | +0.1% | +3.0% | -2.9% | 0.0% |
| 30D | -0.8% | -14.4% | +13.6% | -0.5% |
| 3M | -0.5% | -42.8% | +42.3% | +0.4% |
| 6M | -1.4% | -1.4% | 0.0% | -1.7% |
| YTD | -0.8% | -5.4% | +4.7% | -1.2% |
| 1Y | +0.3% | +18.6% | -18.3% | -0.9% |
| 3Y | +19.2% | +57.3% | -38.0% | +15.8% |
| 5Y | +3.6% | +265.7% | -262.1% | -4.2% |
| All | +3.6% | +260.2% | -256.7% | -4.2% |
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