-20.9%
VST vs RMBS
+16.3%
-37.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.2% | +3.2% |
| 7D | +8.9% | -0.3% | +9.3% | +9.0% |
| 30D | +6.2% | -12.2% | +18.4% | +9.2% |
| 3M | -2.7% | -49.5% | +46.8% | +13.0% |
| 6M | -8.4% | -7.1% | -1.2% | -11.5% |
| YTD | -7.2% | -7.0% | -0.2% | -13.1% |
| 1Y | -20.9% | +13.3% | -34.2% | -26.4% |
| All | -20.9% | +16.3% | -37.2% | -26.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling