-1.5%
VT vs RMBS
-40.4%
+38.9%
-6.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.0% | -6.7% | -0.6% |
| 7D | -2.3% | -12.0% | +9.6% | -0.9% |
| 30D | -5.0% | -33.1% | +28.2% | -0.5% |
| 3M | -4.9% | -23.7% | +18.8% | -2.3% |
| 6M | -1.5% | -42.7% | +41.1% | +4.9% |
| All | -1.5% | -40.4% | +38.9% | +4.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling