+75.8%
VT vs RMBS
+51.0%
+24.8%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.2% |
| 7D | +0.4% | -0.3% | +0.8% | +0.5% |
| 30D | +1.0% | -12.2% | +13.1% | +2.6% |
| 3M | +2.4% | -49.5% | +51.9% | +11.4% |
| 6M | +12.0% | -7.1% | +19.2% | +10.0% |
| YTD | +15.3% | -7.0% | +22.3% | +12.1% |
| 1Y | +22.6% | +13.3% | +9.2% | +13.9% |
| All | +75.8% | +51.0% | +24.8% | +49.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling