-100.0%
VIVK vs RMBS
+55.3%
-155.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +1.9% | -9.3% | -7.5% |
| 7D | -4.4% | +1.8% | -6.1% | -4.5% |
| 30D | -40.8% | -13.9% | -26.9% | -40.1% |
| 3M | -94.1% | -39.8% | -54.3% | -93.9% |
| 6M | -98.2% | -6.0% | -92.2% | -98.3% |
| YTD | -98.0% | -5.4% | -92.7% | -98.1% |
| 1Y | -100.0% | -1.8% | -98.1% | -100.0% |
| 3Y | -100.0% | +53.7% | -153.6% | -100.0% |
| All | -100.0% | +55.3% | -155.3% | -100.0% |
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