+1,205.2%
VST vs RMBS
+571.2%
+634.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +8.3% | -1.0% | +4.8% |
| 7D | -0.5% | -3.9% | +3.4% | +0.8% |
| 30D | -17.1% | -24.9% | +7.8% | -9.9% |
| 3M | -4.6% | -20.5% | +15.9% | +1.3% |
| 6M | -9.1% | -37.5% | +28.5% | +1.3% |
| YTD | -16.6% | -12.1% | -4.5% | -19.7% |
| 1Y | -29.5% | -25.0% | -4.5% | -29.0% |
| 3Y | +297.5% | +36.1% | +261.4% | +219.2% |
| 5Y | +654.5% | +236.1% | +418.4% | +355.1% |
| 10Y | +1,205.2% | +541.3% | +663.9% | +491.9% |
| All | +1,205.2% | +571.2% | +634.1% | +491.9% |
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