+13.3%
VT vs RMBS
-18.4%
+31.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | +0.1% |
| 7D | +2.4% | +10.3% | -8.0% | +1.2% |
| 30D | -1.5% | -10.7% | +9.2% | -0.6% |
| 3M | -4.1% | -17.2% | +13.1% | -2.7% |
| 6M | +0.6% | -39.0% | +39.6% | +4.6% |
| YTD | +11.0% | -10.5% | +21.5% | +7.6% |
| 1Y | +13.3% | -11.0% | +24.3% | +9.7% |
| All | +13.3% | -18.4% | +31.7% | +9.7% |
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 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