+632.2%
VRT vs RMBS
+240.0%
+392.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | -17.7% | -8.4% | -9.3% | -13.1% |
| 30D | -20.0% | -24.9% | +4.9% | -6.0% |
| 3M | -28.1% | -15.8% | -12.3% | -21.3% |
| 6M | -42.8% | -37.5% | -5.3% | -28.3% |
| YTD | +20.0% | -12.1% | +32.1% | +13.8% |
| 1Y | +3.5% | -27.0% | +30.5% | +9.8% |
| 3Y | +366.1% | +28.8% | +337.3% | +216.2% |
| 5Y | +632.2% | +236.2% | +395.9% | +111.6% |
| All | +632.2% | +240.0% | +392.1% | +111.6% |
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