-11.1%
VRSK vs RMBS
+265.4%
-276.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | +0.2% |
| 7D | -5.2% | +1.8% | -6.9% | -5.2% |
| 30D | -2.3% | -13.9% | +11.6% | -2.2% |
| 3M | -2.9% | -39.8% | +36.9% | -2.2% |
| 6M | -12.8% | -6.0% | -6.8% | -14.1% |
| YTD | -20.8% | -5.4% | -15.5% | -22.0% |
| 1Y | -33.2% | -1.8% | -31.4% | -34.9% |
| 3Y | -26.6% | +53.7% | -80.2% | -33.8% |
| All | -11.1% | +265.4% | -276.5% | -38.2% |
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