-20.9%
VST vs RMBS
-40.4%
+19.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +7.0% | +3.6% | +8.3% |
| 7D | -9.8% | -12.0% | +2.1% | -6.3% |
| 30D | -25.1% | -33.1% | +8.0% | -16.7% |
| 3M | -11.6% | -23.7% | +12.1% | -5.2% |
| 6M | -20.9% | -42.7% | +21.8% | -12.7% |
| All | -20.9% | -40.4% | +19.5% | -12.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling