+13,239.3%
VLO vs RMBS
+1,284.9%
+11,954.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.2% | +4.5% | +1.7% |
| 7D | +9.6% | +10.3% | -0.7% | +8.3% |
| 30D | -17.4% | -10.7% | -6.7% | -16.5% |
| 3M | +10.8% | -17.2% | +28.0% | +12.3% |
| 6M | +56.9% | -39.0% | +96.0% | +62.9% |
| YTD | +136.8% | -10.5% | +147.3% | +129.5% |
| 1Y | +120.7% | -11.0% | +131.6% | +113.7% |
| 3Y | +231.9% | +31.3% | +200.6% | +195.6% |
| 5Y | +479.0% | +242.8% | +236.2% | +350.8% |
| 10Y | +792.2% | +536.9% | +255.2% | +543.7% |
| All | +13,239.3% | +1,284.9% | +11,954.4% | +6,882.0% |
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