-28.5%
VST vs RMBS
-27.4%
-1.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +8.3% | -1.0% | +5.1% |
| 7D | -0.5% | -3.9% | +3.4% | +0.5% |
| 30D | -17.1% | -24.9% | +7.8% | -11.5% |
| 3M | -4.6% | -20.5% | +15.9% | +0.1% |
| 6M | -9.1% | -37.5% | +28.5% | -1.0% |
| YTD | -16.6% | -12.1% | -4.5% | -21.8% |
| All | -28.5% | -27.4% | -1.0% | -28.8% |
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