+2,010.2%
VRT vs RMBS
+584.7%
+1,425.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.8% |
| 7D | +18.6% | +21.9% | -3.3% | +7.1% |
| 30D | -11.7% | -13.4% | +1.8% | -4.3% |
| 3M | -27.3% | -15.9% | -11.4% | -20.8% |
| 6M | -42.9% | -34.8% | -8.1% | -30.8% |
| YTD | +29.5% | -7.5% | +37.0% | +22.0% |
| 1Y | +21.0% | -16.9% | +37.9% | +20.8% |
| 3Y | +403.1% | +35.5% | +367.6% | +259.7% |
| 5Y | +688.8% | +254.2% | +434.6% | +238.9% |
| All | +2,010.2% | +584.7% | +1,425.5% | +563.9% |
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