-100.0%
VIVK vs RMBS
+453.3%
-553.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +0.9% | -7.2% | -6.2% |
| 7D | -7.9% | +3.5% | -11.3% | -7.3% |
| 30D | -42.0% | -8.6% | -33.4% | -42.8% |
| 3M | -92.5% | -40.3% | -52.2% | -93.0% |
| 6M | -98.0% | -1.0% | -97.0% | -97.9% |
| YTD | -97.9% | -4.6% | -93.3% | -97.9% |
| 1Y | -100.0% | +17.6% | -117.5% | -100.0% |
| 3Y | -100.0% | +58.6% | -158.6% | -100.0% |
| 5Y | -100.0% | +270.9% | -370.9% | -100.0% |
| 10Y | -100.0% | +569.1% | -669.1% | -100.0% |
| All | -100.0% | +453.3% | -553.3% | -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 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