-44.1%
VG vs RMBS
+33.7%
-77.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.5% | +5.2% | +4.8% |
| 7D | +15.1% | +21.9% | -6.8% | +12.0% |
| 30D | -4.2% | -13.4% | +9.3% | -2.7% |
| 3M | -3.1% | -15.9% | +12.8% | -1.7% |
| 6M | +0.3% | -34.8% | +35.1% | +3.8% |
| YTD | +95.5% | -7.5% | +103.0% | +68.4% |
| 1Y | +64.4% | -16.9% | +81.3% | +46.7% |
| All | -44.1% | +33.7% | -77.8% | -63.3% |
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