+601.8%
VEEV vs RMBS
+827.5%
-225.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.7% |
| 7D | -7.1% | +3.5% | -10.6% | -7.8% |
| 30D | +11.1% | -8.6% | +19.7% | +13.1% |
| 3M | +55.5% | -40.3% | +95.8% | +71.3% |
| 6M | +33.4% | -1.0% | +34.3% | +23.1% |
| YTD | +16.8% | -4.6% | +21.4% | +7.1% |
| 1Y | -7.7% | +17.6% | -25.3% | -22.5% |
| 3Y | +18.4% | +58.6% | -40.3% | -19.0% |
| 5Y | -14.8% | +270.9% | -285.7% | -59.7% |
| 10Y | +546.5% | +569.1% | -22.6% | +128.5% |
| All | +601.8% | +827.5% | -225.7% | +124.0% |
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 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