+2,397.0%
VRT vs RMBS
+587.8%
+1,809.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.6% | -3.0% | -4.3% |
| 7D | -7.7% | +1.2% | -8.9% | -8.2% |
| 30D | -12.0% | -11.5% | -0.5% | -6.2% |
| 3M | -11.7% | -38.2% | +26.5% | +12.4% |
| 6M | -8.1% | -4.8% | -3.3% | -11.1% |
| YTD | +53.2% | -7.1% | +60.3% | +44.4% |
| 1Y | +81.7% | +10.7% | +71.0% | +52.3% |
| 3Y | +535.3% | +54.5% | +480.8% | +324.4% |
| 5Y | +916.4% | +261.7% | +654.7% | +333.9% |
| All | +2,397.0% | +587.8% | +1,809.2% | +686.3% |
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