+53.4%
VT vs RMBS
+208.7%
-155.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.0% | -6.7% | -0.9% |
| 7D | -2.3% | -12.0% | +9.6% | -0.6% |
| 30D | -5.0% | -33.1% | +28.2% | +0.9% |
| 3M | -4.9% | -23.7% | +18.8% | -1.6% |
| 6M | -1.5% | -42.7% | +41.1% | +5.3% |
| YTD | +8.5% | -18.9% | +27.4% | +6.2% |
| 1Y | +11.4% | -30.0% | +41.4% | +11.6% |
| 3Y | +70.1% | +28.8% | +41.3% | +40.4% |
| All | +53.4% | +208.7% | -155.3% | -12.0% |
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