+1,024.4%
VRT vs RMBS
+260.2%
+764.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +16.2% |
| 3M | -3.2% | -42.8% | +39.6% | +30.5% |
| 6M | +20.3% | -1.4% | +21.7% | +12.8% |
| YTD | +79.6% | -5.4% | +85.0% | +64.4% |
| 1Y | +139.0% | +18.6% | +120.4% | +84.9% |
| 3Y | +644.6% | +57.3% | +587.3% | +345.5% |
| 5Y | +1,024.4% | +265.7% | +758.7% | +208.6% |
| All | +1,024.4% | +260.2% | +764.1% | +208.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling