+614.6%
VLO vs RMBS
+269.8%
+344.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.5% |
| 7D | +6.2% | +3.5% | +2.8% | +5.9% |
| 30D | +23.5% | -8.6% | +32.1% | +24.6% |
| 3M | +53.9% | -40.3% | +94.2% | +61.6% |
| 6M | +81.7% | -1.0% | +82.6% | +74.3% |
| YTD | +142.5% | -4.6% | +147.1% | +130.7% |
| 1Y | +145.4% | +17.6% | +127.9% | +122.3% |
| 3Y | +197.3% | +58.6% | +138.7% | +141.1% |
| 5Y | +614.6% | +270.9% | +343.7% | +371.9% |
| All | +614.6% | +269.8% | +344.8% | +371.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling