+14.1%
VNQ vs RMBS
-18.2%
+32.3%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -6.0% | +9.2% | +3.2% |
| 7D | +6.8% | -8.9% | +15.7% | +6.9% |
| 30D | +10.0% | -24.8% | +34.8% | +10.2% |
| 3M | 0.0% | -17.6% | +17.5% | +0.1% |
| 6M | +4.5% | -25.7% | +30.1% | +4.0% |
| YTD | +13.9% | -9.8% | +23.7% | +10.7% |
| 1Y | +14.1% | -17.4% | +31.4% | +11.0% |
| All | +14.1% | -18.2% | +32.3% | +11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling