+1,216.9%
VST vs RMBS
+587.5%
+629.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.2% | +3.1% |
| 7D | +8.9% | -0.3% | +9.3% | +9.0% |
| 30D | +6.2% | -12.2% | +18.4% | +10.0% |
| 3M | -2.7% | -49.5% | +46.8% | +16.3% |
| 6M | -8.4% | -7.1% | -1.2% | -11.2% |
| YTD | -7.2% | -7.0% | -0.2% | -11.8% |
| 1Y | -20.9% | +13.3% | -34.2% | -30.3% |
| 3Y | +384.0% | +49.2% | +334.7% | +278.5% |
| 5Y | +757.1% | +250.0% | +507.1% | +413.2% |
| All | +1,216.9% | +587.5% | +629.3% | +502.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling