+7.2%
VNQ vs RMBS
+265.4%
-258.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.6% |
| 7D | -1.3% | +1.8% | -3.0% | -1.4% |
| 30D | -2.6% | -13.9% | +11.3% | -1.4% |
| 3M | -2.0% | -39.8% | +37.8% | +1.8% |
| 6M | +4.3% | -6.0% | +10.3% | +2.0% |
| YTD | +9.2% | -5.4% | +14.6% | +5.9% |
| 1Y | +5.6% | -1.8% | +7.4% | +0.9% |
| 3Y | +30.8% | +53.7% | -22.8% | +12.3% |
| All | +7.2% | +265.4% | -258.2% | -30.3% |
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