+12.4%
VT vs RMBS
-27.4%
+39.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +8.3% | -5.7% | +1.6% |
| 7D | +0.4% | -3.9% | +4.3% | +0.6% |
| 30D | -2.6% | -24.9% | +22.3% | +0.1% |
| 3M | -3.2% | -20.5% | +17.2% | -1.4% |
| 6M | +0.9% | -37.5% | +38.5% | +4.8% |
| YTD | +11.3% | -12.1% | +23.4% | +8.2% |
| All | +12.4% | -27.4% | +39.8% | +11.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling