+59.9%
VEA vs RMBS
+265.4%
-205.5%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +0.8% |
| 7D | -1.5% | +1.8% | -3.2% | -1.7% |
| 30D | -0.8% | -13.9% | +13.1% | +1.3% |
| 3M | +2.5% | -39.8% | +42.3% | +9.4% |
| 6M | +11.1% | -6.0% | +17.1% | +9.3% |
| YTD | +17.2% | -5.4% | +22.5% | +13.9% |
| 1Y | +24.5% | -1.8% | +26.3% | +19.0% |
| 3Y | +75.4% | +53.7% | +21.8% | +46.1% |
| All | +59.9% | +265.4% | -205.5% | +0.8% |
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