+608.4%
VST vs RMBS
+240.2%
+368.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | -0.1% |
| 7D | +6.6% | +10.3% | -3.8% | +3.4% |
| 30D | -12.4% | -10.7% | -1.6% | -9.4% |
| 3M | -9.0% | -17.2% | +8.2% | -4.3% |
| 6M | -6.4% | -39.0% | +32.6% | +5.3% |
| YTD | -17.2% | -10.5% | -6.7% | -21.4% |
| 1Y | -22.0% | -11.0% | -11.0% | -26.2% |
| 3Y | +296.7% | +31.3% | +265.3% | +212.2% |
| All | +608.4% | +240.2% | +368.2% | +314.0% |
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