+58.6%
VT vs RMBS
+240.0%
-181.4%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -0.1% | -8.4% | +8.3% | +1.0% |
| 30D | -3.1% | -24.9% | +21.8% | +1.0% |
| 3M | -3.5% | -15.8% | +12.3% | -1.7% |
| 6M | +0.5% | -37.5% | +38.0% | +5.9% |
| YTD | +10.8% | -12.1% | +22.9% | +7.0% |
| 1Y | +11.9% | -27.0% | +38.9% | +11.5% |
| 3Y | +73.0% | +28.8% | +44.1% | +43.8% |
| 5Y | +58.6% | +236.2% | -177.6% | -10.2% |
| All | +58.6% | +240.0% | -181.4% | -10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling