+1,654.8%
VTR vs RMBS
+1,376.2%
+278.6%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.6% |
| 7D | -2.9% | +3.5% | -6.4% | -3.2% |
| 30D | -2.8% | -8.6% | +5.8% | -2.2% |
| 3M | +9.0% | -40.3% | +49.3% | +12.9% |
| 6M | +5.0% | -1.0% | +5.9% | +2.9% |
| YTD | +16.9% | -4.6% | +21.5% | +14.4% |
| 1Y | +34.3% | +17.6% | +16.7% | +28.0% |
| 3Y | +131.6% | +58.6% | +72.9% | +108.8% |
| 5Y | +88.0% | +270.9% | -182.9% | +55.2% |
| 10Y | +97.8% | +569.1% | -471.3% | +53.6% |
| All | +1,654.8% | +1,376.2% | +278.6% | +980.2% |
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 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