+1,058.9%
VST vs RMBS
+549.7%
+509.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.1% | -2.1% |
| 7D | -6.0% | -8.4% | +2.4% | -3.5% |
| 30D | -18.8% | -24.9% | +6.1% | -11.8% |
| 3M | -8.0% | -15.8% | +7.7% | -3.9% |
| 6M | -10.9% | -37.5% | +26.6% | -0.8% |
| YTD | -18.3% | -12.1% | -6.2% | -21.4% |
| 1Y | -29.9% | -27.0% | -2.9% | -28.9% |
| 3Y | +290.3% | +28.8% | +261.5% | +217.5% |
| 5Y | +635.3% | +236.2% | +399.1% | +344.1% |
| 10Y | +1,162.4% | +546.6% | +615.8% | +485.0% |
| All | +1,058.9% | +549.7% | +509.2% | +436.5% |
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