+29.6%
VG vs RMBS
-5.9%
+35.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.2% |
| 7D | +1.7% | -0.3% | +2.0% | +1.6% |
| 30D | +16.0% | -12.2% | +28.2% | +13.3% |
| 3M | +9.7% | -49.5% | +59.3% | -5.7% |
| 6M | +29.6% | -7.1% | +36.7% | +57.4% |
| All | +29.6% | -5.9% | +35.5% | +57.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling