+19.9%
VGT vs RMBS
-18.2%
+38.1%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.0% | +6.2% | +1.6% |
| 7D | -6.5% | -8.9% | +2.4% | -4.6% |
| 30D | -10.6% | -24.8% | +14.3% | -5.0% |
| 3M | -3.7% | -17.6% | +13.8% | -0.2% |
| 6M | +10.4% | -25.7% | +36.0% | +16.2% |
| YTD | +23.1% | -9.8% | +32.8% | +19.2% |
| 1Y | +19.9% | -17.4% | +37.3% | +18.2% |
| All | +19.9% | -18.2% | +38.1% | +18.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling