+1,238.2%
VST vs RMBS
+599.0%
+639.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.1% |
| 7D | +9.9% | +3.0% | +6.9% | +9.0% |
| 30D | +7.9% | -14.4% | +22.3% | +12.6% |
| 3M | +3.4% | -42.8% | +46.3% | +19.6% |
| 6M | -4.1% | -1.4% | -2.7% | -8.7% |
| YTD | -5.7% | -5.4% | -0.3% | -10.7% |
| 1Y | -18.9% | +18.6% | -37.5% | -29.5% |
| 3Y | +359.1% | +57.3% | +301.8% | +254.3% |
| 5Y | +766.9% | +265.7% | +501.2% | +413.0% |
| All | +1,238.2% | +599.0% | +639.2% | +509.1% |
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