+2,260.0%
VGT vs RMBS
+187.1%
+2,072.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.3% |
| 7D | +1.5% | +3.5% | -2.0% | +0.8% |
| 30D | +0.5% | -8.6% | +9.1% | +2.2% |
| 3M | +5.3% | -40.3% | +45.6% | +15.5% |
| 6M | +32.4% | -1.0% | +33.4% | +29.4% |
| YTD | +28.6% | -4.6% | +33.2% | +25.2% |
| 1Y | +37.6% | +17.6% | +20.1% | +27.1% |
| 3Y | +125.5% | +58.6% | +66.8% | +89.7% |
| 5Y | +135.2% | +270.9% | -135.7% | +68.5% |
| 10Y | +812.9% | +569.1% | +243.8% | +485.0% |
| All | +2,260.0% | +187.1% | +2,072.9% | +1,133.6% |
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