+172.5%
VEA vs RMBS
+436.4%
-263.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.7% |
| 7D | +1.9% | +3.0% | -1.1% | +1.3% |
| 30D | +0.8% | -14.4% | +15.2% | +3.4% |
| 3M | +5.7% | -42.8% | +48.5% | +15.5% |
| 6M | +13.3% | -1.4% | +14.7% | +10.2% |
| YTD | +18.4% | -5.4% | +23.8% | +14.7% |
| 1Y | +27.0% | +18.6% | +8.4% | +16.2% |
| 3Y | +79.3% | +57.3% | +22.0% | +47.0% |
| 5Y | +62.1% | +265.7% | -203.6% | +10.2% |
| 10Y | +160.3% | +546.0% | -385.8% | +53.7% |
| All | +172.5% | +436.4% | -263.8% | +15.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling