+13.8%
VRT vs RMBS
-18.2%
+32.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -6.0% | -6.9% | -10.1% |
| 7D | -15.4% | -8.9% | -6.5% | -11.4% |
| 30D | -19.0% | -24.8% | +5.9% | -7.8% |
| 3M | -23.8% | -17.6% | -6.3% | -17.3% |
| 6M | -37.9% | -25.7% | -12.2% | -30.0% |
| YTD | +27.0% | -9.8% | +36.7% | +13.6% |
| 1Y | +13.8% | -17.4% | +31.2% | +8.8% |
| All | +13.8% | -18.2% | +32.0% | +8.8% |
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 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