+219.2%
VT vs RMBS
+536.4%
-317.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -0.1% | -8.4% | +8.3% | +1.3% |
| 30D | -3.1% | -24.9% | +21.8% | +2.1% |
| 3M | -3.5% | -15.8% | +12.3% | -1.3% |
| 6M | +0.5% | -37.5% | +38.0% | +7.4% |
| YTD | +10.8% | -12.1% | +22.9% | +5.7% |
| 1Y | +11.9% | -27.0% | +38.9% | +11.1% |
| 3Y | +73.0% | +28.8% | +44.1% | +36.4% |
| 5Y | +58.6% | +236.2% | -177.6% | -14.6% |
| 10Y | +219.2% | +546.6% | -327.4% | +26.7% |
| All | +219.2% | +536.4% | -317.2% | +26.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling