+579.5%
VRSK vs RMBS
+398.2%
+181.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -1.0% |
| 7D | -7.7% | +1.2% | -8.9% | -7.8% |
| 30D | -2.8% | -11.5% | +8.7% | -2.0% |
| 3M | -3.7% | -38.2% | +34.5% | -0.5% |
| 6M | -12.8% | -4.8% | -8.0% | -14.9% |
| YTD | -21.0% | -7.1% | -13.9% | -23.1% |
| 1Y | -32.5% | +10.7% | -43.2% | -36.4% |
| 3Y | -26.5% | +54.5% | -81.0% | -36.5% |
| 5Y | -11.5% | +261.7% | -273.2% | -33.4% |
| 10Y | +125.7% | +551.5% | -425.8% | +52.8% |
| All | +579.5% | +398.2% | +181.3% | +337.8% |
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