+1,934.0%
VRT vs RMBS
+562.6%
+1,371.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.2% | -0.4% | -1.9% |
| 7D | +10.5% | +10.3% | +0.2% | +5.2% |
| 30D | -9.3% | -10.7% | +1.4% | -3.3% |
| 3M | -29.6% | -17.2% | -12.4% | -22.6% |
| 6M | -45.4% | -39.0% | -6.3% | -31.4% |
| YTD | +24.8% | -10.5% | +35.3% | +19.6% |
| 1Y | +23.6% | -11.0% | +34.6% | +19.0% |
| 3Y | +379.7% | +31.3% | +348.3% | +248.7% |
| 5Y | +660.3% | +242.8% | +417.6% | +232.3% |
| All | +1,934.0% | +562.6% | +1,371.4% | +551.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling