+644.6%
VRT vs RMBS
+55.1%
+589.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +2.0% | +2.8% |
| 7D | +13.6% | +3.0% | +10.7% | +11.9% |
| 30D | +6.8% | -14.4% | +21.2% | +15.7% |
| 3M | -3.2% | -42.8% | +39.6% | +28.3% |
| 6M | +20.3% | -1.4% | +21.7% | +13.5% |
| YTD | +79.6% | -5.4% | +85.0% | +65.3% |
| 1Y | +139.0% | +18.6% | +120.4% | +87.4% |
| 3Y | +644.6% | +57.3% | +587.3% | +372.3% |
| All | +644.6% | +55.1% | +589.5% | +372.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling