+21.2%
VT vs RMBS
+14.4%
+6.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.7% |
| 7D | +1.0% | +3.0% | -1.9% | +0.7% |
| 30D | -0.2% | -14.4% | +14.2% | +1.3% |
| 3M | +4.5% | -42.8% | +47.4% | +10.1% |
| 6M | +14.1% | -1.4% | +15.5% | +12.0% |
| YTD | +14.8% | -5.4% | +20.2% | +12.2% |
| 1Y | +21.2% | +18.6% | +2.6% | +16.6% |
| All | +21.2% | +14.4% | +6.8% | +16.6% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling