+348.0%
VT vs RMBS
+233.1%
+115.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -15.9% | +11.9% | -1.1% |
| 7D | -4.2% | -23.4% | +19.2% | +0.4% |
| 30D | -5.8% | -38.9% | +33.1% | +2.6% |
| 3M | -5.2% | -28.4% | +23.1% | -0.3% |
| 6M | +0.1% | -40.9% | +41.1% | +7.4% |
| YTD | +8.2% | -24.2% | +32.4% | +7.7% |
| 1Y | +10.1% | -35.8% | +46.0% | +12.8% |
| 3Y | +69.7% | +20.0% | +49.7% | +44.2% |
| 5Y | +53.4% | +190.3% | -137.0% | +6.0% |
| 10Y | +219.2% | +484.1% | -264.9% | +87.1% |
| All | +348.0% | +233.1% | +115.0% | +94.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling