-51.4%
VG vs RMBS
+17.3%
-68.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.0% | -6.9% | -0.8% |
| 7D | -22.0% | -12.0% | -10.1% | -20.8% |
| 30D | -11.6% | -33.1% | +21.5% | -7.3% |
| 3M | -14.9% | -23.7% | +8.8% | -12.6% |
| 6M | -3.5% | -42.7% | +39.2% | +1.4% |
| YTD | +70.0% | -18.9% | +88.9% | +49.1% |
| 1Y | +50.0% | -30.0% | +80.0% | +39.0% |
| All | -51.4% | +17.3% | -68.7% | -67.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling